-98.1%
CLNN vs SPY
+206.8%
-304.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +3.0% |
| 7D | -10.6% | -0.4% | -10.2% | -10.4% |
| 30D | -27.9% | -1.4% | -26.5% | -27.4% |
| 3M | -33.2% | +3.7% | -36.9% | -34.3% |
| 6M | -32.2% | +13.0% | -45.2% | -35.7% |
| YTD | -36.6% | +12.4% | -49.0% | -39.6% |
| 1Y | -43.6% | +18.5% | -62.2% | -47.1% |
| 3Y | -71.4% | +77.6% | -149.0% | -76.6% |
| 5Y | -97.6% | +81.7% | -179.3% | -98.1% |
| All | -98.1% | +206.8% | -304.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling