-100.0%
CANF vs SPY
+557.0%
-657.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -22.9% | -5.4% | -17.5% | -21.0% |
| 3M | -54.5% | -4.1% | -50.4% | -53.7% |
| 6M | -51.6% | +0.7% | -52.3% | -51.8% |
| YTD | -59.5% | +8.7% | -68.2% | -60.9% |
| 1Y | -80.7% | +10.9% | -91.6% | -81.5% |
| 3Y | -96.2% | +75.0% | -171.2% | -97.0% |
| 5Y | -99.5% | +67.8% | -167.2% | -99.6% |
| 10Y | -100.0% | +312.9% | -412.8% | -100.0% |
| All | -100.0% | +557.0% | -657.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling