-12.9%
CSIQ vs SPY
+312.9%
-325.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.5% | +7.4% |
| 7D | +20.1% | -2.7% | +22.8% | +24.9% |
| 30D | -1.2% | -5.4% | +4.2% | +7.2% |
| 3M | -28.1% | -4.1% | -24.0% | -23.4% |
| 6M | -34.1% | +0.7% | -34.8% | -33.5% |
| YTD | -53.2% | +8.7% | -61.9% | -57.2% |
| 1Y | -58.4% | +10.9% | -69.3% | -62.6% |
| 3Y | -48.4% | +75.0% | -123.4% | -73.5% |
| 5Y | -71.0% | +67.8% | -138.8% | -84.1% |
| All | -12.9% | +312.9% | -325.7% | -80.0% |
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