+173.8%
CAH vs SEDG
-77.1%
+250.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.6% |
| 7D | -5.1% | +1.4% | -6.5% | -5.1% |
| 30D | +0.2% | +8.3% | -8.1% | +0.2% |
| 3M | +6.3% | -40.7% | +47.0% | +6.1% |
| 6M | +9.4% | -3.9% | +13.3% | +9.2% |
| YTD | +15.0% | +20.2% | -5.3% | +14.8% |
| 1Y | +55.4% | +17.6% | +37.8% | +55.1% |
| 3Y | +173.8% | -76.6% | +250.4% | +172.1% |
| All | +173.8% | -77.1% | +250.9% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling