-98.1%
CLNN vs SPY
+205.0%
-303.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -8.7% | -2.0% | -6.8% | -7.9% |
| 30D | -16.5% | -1.7% | -14.8% | -15.9% |
| 3M | -33.6% | +4.7% | -38.4% | -35.0% |
| 6M | -32.9% | +12.5% | -45.4% | -36.2% |
| YTD | -37.8% | +11.7% | -49.5% | -40.6% |
| 1Y | -43.6% | +17.5% | -61.1% | -46.9% |
| 3Y | -71.9% | +76.6% | -148.5% | -77.0% |
| 5Y | -97.6% | +82.0% | -179.6% | -98.0% |
| All | -98.1% | +205.0% | -303.1% | -98.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling