-1.5%
CSIQ vs SPY
+313.2%
-314.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -14.2% | +0.1% | -14.2% | -14.1% |
| 3M | -32.1% | +2.0% | -34.1% | -33.2% |
| 6M | -22.4% | +13.0% | -35.4% | -33.4% |
| YTD | -44.4% | +13.5% | -57.9% | -52.4% |
| 1Y | +36.1% | +20.0% | +16.2% | +10.3% |
| 3Y | -53.3% | +77.2% | -130.5% | -76.6% |
| 5Y | -64.4% | +81.9% | -146.3% | -82.5% |
| All | -1.5% | +313.2% | -314.7% | -83.1% |
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