+74.7%
CART vs SEDG
-82.4%
+157.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | +1.3% | -13.3% | +14.6% | +1.8% |
| 30D | +19.2% | -21.9% | +41.0% | +20.0% |
| 3M | +17.6% | -25.9% | +43.4% | +18.5% |
| 6M | +47.4% | -44.2% | +91.6% | +48.6% |
| YTD | +30.9% | -17.3% | +48.2% | +29.0% |
| 1Y | +46.0% | -34.5% | +80.5% | +45.1% |
| 3Y | +130.3% | -66.7% | +197.0% | +135.0% |
| All | +74.7% | -82.4% | +157.1% | +98.6% |
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