-46.2%
CLNE vs VT
+215.5%
-261.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.3% | +26.1% |
| 7D | +32.6% | -2.3% | +35.0% | +38.0% |
| 30D | +24.8% | -5.0% | +29.8% | +36.1% |
| 3M | +2.7% | -4.9% | +7.6% | +11.3% |
| 6M | -14.7% | -1.5% | -13.2% | -14.3% |
| YTD | -9.0% | +8.5% | -17.5% | -25.4% |
| 1Y | -14.7% | +11.4% | -26.1% | -33.6% |
| 3Y | -47.5% | +70.1% | -117.6% | -80.7% |
| 5Y | -77.8% | +53.7% | -131.5% | -89.5% |
| All | -46.2% | +215.5% | -261.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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