-49.2%
CLNE vs SPY
+307.0%
-356.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.5% |
| 7D | -3.7% | +2.6% | -6.3% | -7.6% |
| 30D | +36.3% | -2.0% | +38.3% | +40.4% |
| 3M | +2.8% | -2.8% | +5.6% | +7.2% |
| 6M | -10.2% | +2.1% | -12.4% | -14.6% |
| YTD | -12.4% | +11.5% | -23.9% | -29.4% |
| 1Y | -17.1% | +13.5% | -30.6% | -35.3% |
| 3Y | -43.9% | +77.7% | -121.6% | -79.1% |
| 5Y | -78.7% | +72.6% | -151.3% | -91.2% |
| All | -49.2% | +307.0% | -356.2% | -94.6% |
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