-15.4%
CSIQ vs SPY
+696.6%
-712.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.6% |
| 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% | -33.5% |
| 6M | -22.4% | +13.0% | -35.4% | -35.7% |
| YTD | -44.4% | +13.5% | -57.9% | -54.1% |
| 1Y | +36.1% | +20.0% | +16.2% | +4.8% |
| 3Y | -53.3% | +77.2% | -130.5% | -80.8% |
| 5Y | -64.4% | +81.9% | -146.3% | -86.0% |
| 10Y | +0.6% | +314.1% | -313.4% | -91.0% |
| All | -15.4% | +696.6% | -712.1% | -96.4% |
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 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