+414.1%
CARR vs SEDG
-51.4%
+465.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.6% | -2.8% |
| 7D | -4.1% | +8.7% | -12.9% | -5.1% |
| 30D | -11.0% | +10.3% | -21.3% | -12.2% |
| 3M | -16.4% | -32.6% | +16.2% | -13.7% |
| 6M | -2.4% | -3.6% | +1.2% | -5.3% |
| YTD | +8.4% | +27.4% | -19.0% | +0.8% |
| 1Y | -8.0% | +24.9% | -32.9% | -15.7% |
| 3Y | +0.6% | -75.3% | +75.9% | +5.8% |
| 5Y | +7.7% | -86.3% | +94.1% | +19.3% |
| All | +414.1% | -51.4% | +465.4% | +391.9% |
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 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