-78.8%
CLNE vs SPY
+81.8%
-160.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | +1.9% | +0.5% | +1.3% | +0.9% |
| 30D | +3.8% | -0.9% | +4.7% | +5.2% |
| 3M | -16.8% | +3.9% | -20.6% | -22.5% |
| 6M | -31.1% | +14.5% | -45.6% | -46.2% |
| YTD | -21.9% | +12.9% | -34.8% | -37.7% |
| 1Y | -33.3% | +19.4% | -52.7% | -51.8% |
| 3Y | -62.7% | +78.5% | -141.2% | -86.4% |
| 5Y | -78.8% | +81.8% | -160.5% | -91.9% |
| All | -78.8% | +81.8% | -160.5% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling