-64.3%
CLNE vs SPY
+76.5%
-140.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -4.7% | -0.4% | -4.3% | -4.3% |
| 30D | +1.9% | -1.4% | +3.2% | +3.7% |
| 3M | -15.5% | +3.7% | -19.2% | -20.3% |
| 6M | -29.9% | +13.0% | -42.9% | -42.4% |
| YTD | -21.9% | +12.4% | -34.3% | -35.4% |
| 1Y | -33.9% | +18.5% | -52.4% | -50.1% |
| All | -64.3% | +76.5% | -140.9% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling