-71.2%
CSIQ vs SPY
+67.4%
-138.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.5% | +7.4% |
| 7D | +20.1% | -2.7% | +22.8% | +25.4% |
| 30D | -1.2% | -5.4% | +4.2% | +8.2% |
| 3M | -28.1% | -4.1% | -24.0% | -22.8% |
| 6M | -34.1% | +0.7% | -34.8% | -33.5% |
| YTD | -53.2% | +8.7% | -61.9% | -57.7% |
| 1Y | -58.4% | +10.9% | -69.3% | -63.0% |
| 3Y | -48.4% | +75.0% | -123.4% | -74.8% |
| All | -71.2% | +67.4% | -138.6% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling