-96.7%
CLNN vs SPY
+72.1%
-168.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -0.8% | +2.6% | -3.4% | -2.9% |
| 30D | +18.4% | -2.0% | +20.4% | +20.8% |
| 3M | -6.4% | -2.8% | -3.7% | -3.9% |
| 6M | -39.7% | +2.1% | -41.8% | -40.4% |
| YTD | -33.2% | +11.5% | -44.7% | -38.5% |
| 1Y | -46.3% | +13.5% | -59.8% | -51.2% |
| 3Y | -58.3% | +77.7% | -136.0% | -72.4% |
| All | -96.7% | +72.1% | -168.9% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling