+50.2%
CART vs SEDG
-41.4%
+91.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.7% |
| 7D | -0.6% | -11.2% | +10.6% | -0.6% |
| 30D | +23.1% | -15.3% | +38.4% | +23.1% |
| 3M | +19.2% | -19.9% | +39.1% | +19.1% |
| 6M | +45.7% | -36.2% | +81.9% | +45.3% |
| YTD | +30.9% | -7.6% | +38.4% | +34.0% |
| 1Y | +50.2% | -40.3% | +90.5% | +44.9% |
| All | +50.2% | -41.4% | +91.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling