-12.4%
CSIQ vs VT
+231.8%
-244.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +4.0% |
| 7D | +12.4% | -0.3% | +12.7% | +13.0% |
| 30D | -3.7% | -1.4% | -2.2% | -0.9% |
| 3M | -34.2% | -1.4% | -32.8% | -32.3% |
| 6M | -32.1% | +5.5% | -37.5% | -35.9% |
| YTD | -54.6% | +12.8% | -67.5% | -61.4% |
| 1Y | -51.0% | +15.4% | -66.4% | -59.2% |
| 3Y | -50.2% | +76.9% | -127.1% | -76.6% |
| 5Y | -72.8% | +60.4% | -133.2% | -84.9% |
| 10Y | -12.4% | +232.8% | -245.1% | -82.4% |
| All | -12.4% | +231.8% | -244.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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