-51.5%
CSIQ vs SPY
+79.4%
-130.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -2.2% |
| 7D | -5.7% | -0.9% | -4.7% | -4.3% |
| 30D | -7.9% | -2.4% | -5.5% | -3.5% |
| 3M | -36.0% | -1.2% | -34.8% | -34.3% |
| 6M | -48.8% | +3.3% | -52.1% | -50.9% |
| YTD | -57.2% | +12.3% | -69.5% | -64.5% |
| 1Y | -65.9% | +12.4% | -78.3% | -71.4% |
| All | -51.5% | +79.4% | -130.9% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling