-49.4%
CLNE vs SPY
+306.4%
-355.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.6% |
| 7D | +17.3% | -0.6% | +17.9% | +18.3% |
| 30D | +24.5% | -3.7% | +28.2% | +32.0% |
| 3M | +13.7% | -2.7% | +16.4% | +18.4% |
| 6M | -17.2% | +2.2% | -19.4% | -21.3% |
| YTD | -12.9% | +10.8% | -23.7% | -29.1% |
| 1Y | -22.1% | +11.2% | -33.4% | -37.2% |
| 3Y | -45.7% | +76.5% | -122.2% | -79.6% |
| 5Y | -79.0% | +72.9% | -152.0% | -91.4% |
| All | -49.4% | +306.4% | -355.8% | -94.7% |
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