+394.0%
CAH vs SEDG
-87.2%
+481.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 6M | +9.4% | -3.9% | +13.3% | +9.0% |
| YTD | +15.0% | +20.2% | -5.3% | +14.3% |
| 1Y | +55.4% | +17.6% | +37.8% | +54.3% |
| 3Y | +173.8% | -76.6% | +250.4% | +176.3% |
| All | +394.0% | -87.2% | +481.1% | +400.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling