-98.0%
CLNN vs SPY
+209.9%
-308.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | -28.4% | +0.1% | -28.5% | -28.5% |
| 3M | -33.8% | +2.0% | -35.8% | -34.4% |
| 6M | -30.1% | +13.0% | -43.1% | -33.7% |
| YTD | -34.4% | +13.5% | -48.0% | -37.8% |
| 1Y | -35.3% | +20.0% | -55.3% | -39.6% |
| 3Y | -73.6% | +77.2% | -150.8% | -78.4% |
| 5Y | -97.6% | +81.9% | -179.5% | -98.1% |
| All | -98.0% | +209.9% | -308.0% | -98.4% |
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