-34.0%
CSIQ vs SPY
+660.1%
-694.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | +3.0% |
| 7D | +10.3% | -4.7% | +15.0% | +19.5% |
| 30D | -10.7% | -5.9% | -4.7% | -0.7% |
| 3M | -33.1% | -4.5% | -28.5% | -27.2% |
| 6M | -38.6% | +1.8% | -40.4% | -39.3% |
| YTD | -56.6% | +8.3% | -65.0% | -61.1% |
| 1Y | -58.8% | +9.3% | -68.1% | -63.1% |
| 3Y | -52.4% | +74.9% | -127.2% | -79.9% |
| 5Y | -73.1% | +67.3% | -140.4% | -87.8% |
| 10Y | -16.2% | +311.6% | -327.7% | -92.5% |
| All | -34.0% | +660.1% | -694.1% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling