-86.3%
CLNE vs SPY
+624.0%
-710.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -12.2% | +0.1% | -12.3% | -12.5% |
| 3M | -17.9% | +2.0% | -19.9% | -21.2% |
| 6M | -28.9% | +13.0% | -41.9% | -42.7% |
| YTD | -21.4% | +13.5% | -35.0% | -37.2% |
| 1Y | -35.3% | +20.0% | -55.3% | -52.6% |
| 3Y | -61.2% | +77.2% | -138.4% | -84.0% |
| 5Y | -79.0% | +81.9% | -160.9% | -91.2% |
| 10Y | -63.9% | +314.1% | -378.0% | -95.0% |
| All | -86.3% | +624.0% | -710.3% | -99.2% |
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