-63.3%
CLNE vs SPY
+312.5%
-375.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.2% |
| 30D | +1.9% | -1.4% | +3.2% | +4.1% |
| 3M | -15.5% | +3.7% | -19.2% | -21.3% |
| 6M | -29.9% | +13.0% | -42.9% | -44.5% |
| YTD | -21.9% | +12.4% | -34.3% | -37.7% |
| 1Y | -33.9% | +18.5% | -52.4% | -51.9% |
| 3Y | -62.7% | +77.6% | -140.4% | -86.1% |
| 5Y | -79.4% | +81.7% | -161.1% | -92.2% |
| 10Y | -63.3% | +319.7% | -383.0% | -96.5% |
| All | -63.3% | +312.5% | -375.8% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling