+72.5%
CART vs SEDG
-79.7%
+152.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.4% |
| 7D | +3.0% | -8.5% | +11.4% | +3.2% |
| 30D | +28.6% | -17.0% | +45.6% | +29.2% |
| 3M | +29.1% | -15.8% | +44.9% | +29.5% |
| 6M | +44.7% | -32.3% | +77.0% | +45.0% |
| YTD | +29.2% | -4.6% | +33.9% | +26.7% |
| 1Y | +66.2% | -29.2% | +95.4% | +64.7% |
| 3Y | +112.8% | -61.7% | +174.5% | +116.2% |
| All | +72.5% | -79.7% | +152.2% | +95.2% |
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