-76.5%
CSIQ vs VT
+356.1%
-432.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +4.4% | -1.6% | +6.1% | +7.3% |
| 30D | -9.7% | -2.5% | -7.2% | -5.4% |
| 3M | -34.9% | -1.3% | -33.6% | -33.0% |
| 6M | -39.6% | +3.1% | -42.7% | -41.3% |
| YTD | -57.5% | +10.9% | -68.4% | -63.4% |
| 1Y | -55.6% | +12.1% | -67.7% | -61.9% |
| 3Y | -53.3% | +73.9% | -127.2% | -79.5% |
| 5Y | -74.4% | +58.0% | -132.4% | -86.7% |
| 10Y | -21.5% | +225.5% | -247.0% | -87.6% |
| All | -76.5% | +356.1% | -432.5% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling