-84.4%
CLNE vs SPY
+616.1%
-700.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +0.7% |
| 7D | +19.7% | -0.9% | +20.7% | +21.4% |
| 30D | +33.3% | -2.4% | +35.7% | +38.0% |
| 3M | +9.9% | -1.2% | +11.1% | +11.5% |
| 6M | -9.2% | +3.3% | -12.5% | -14.7% |
| YTD | -10.5% | +12.3% | -22.8% | -27.4% |
| 1Y | -17.5% | +12.4% | -30.0% | -33.4% |
| 3Y | -44.2% | +78.8% | -123.0% | -77.3% |
| 5Y | -78.5% | +75.2% | -153.7% | -90.5% |
| 10Y | -48.1% | +311.1% | -359.2% | -92.8% |
| All | -84.4% | +616.1% | -700.4% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling