-16.8%
CAG vs SEDG
+83.3%
-100.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -2.8% |
| 7D | -5.9% | +8.7% | -14.6% | -6.0% |
| 30D | -1.5% | +10.3% | -11.9% | -1.7% |
| 3M | +11.5% | -32.6% | +44.1% | +11.9% |
| 6M | -15.7% | -3.6% | -12.1% | -16.5% |
| YTD | -10.2% | +27.4% | -37.6% | -12.0% |
| 1Y | -18.1% | +24.9% | -43.0% | -20.0% |
| 3Y | -39.4% | -75.3% | +35.9% | -39.4% |
| 5Y | -42.6% | -86.3% | +43.7% | -42.5% |
| 10Y | -35.6% | +117.7% | -153.3% | -48.5% |
| All | -16.8% | +83.3% | -100.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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