-11.9%
CSIQ vs SPY
+304.1%
-316.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -5.8% |
| 7D | +0.4% | -0.6% | +1.0% | +1.1% |
| 30D | -10.9% | -3.7% | -7.2% | -5.9% |
| 3M | -35.0% | -2.7% | -32.3% | -32.1% |
| 6M | -49.5% | +2.2% | -51.6% | -50.1% |
| YTD | -57.3% | +10.8% | -68.2% | -62.1% |
| 1Y | -68.7% | +11.2% | -79.9% | -72.1% |
| 3Y | -51.9% | +76.5% | -128.4% | -75.7% |
| 5Y | -72.0% | +72.9% | -145.0% | -85.3% |
| 10Y | -11.9% | +304.8% | -316.7% | -86.4% |
| All | -11.9% | +304.1% | -316.0% | -86.4% |
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 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