-69.2%
CSIQ vs VT
+374.2%
-443.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.6% | +0.4% | +0.2% | -0.1% |
| 30D | -14.2% | +1.0% | -15.1% | -15.4% |
| 3M | -32.1% | +2.4% | -34.5% | -33.8% |
| 6M | -22.4% | +12.0% | -34.4% | -34.9% |
| YTD | -44.4% | +15.3% | -59.7% | -55.4% |
| 1Y | +36.1% | +22.6% | +13.6% | +1.0% |
| 3Y | -53.3% | +74.7% | -127.9% | -79.7% |
| 5Y | -64.4% | +66.1% | -130.5% | -83.0% |
| 10Y | +0.6% | +225.0% | -224.4% | -84.1% |
| All | -69.2% | +374.2% | -443.4% | -96.7% |
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