+203.9%
CAT vs SEDG
-75.9%
+279.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.4% |
| 7D | +5.6% | +12.1% | -6.6% | +4.3% |
| 30D | -2.3% | +14.7% | -17.0% | -3.9% |
| 3M | -10.0% | -43.0% | +33.0% | -5.8% |
| 6M | +21.2% | +9.0% | +12.2% | +17.8% |
| YTD | +44.4% | +26.3% | +18.2% | +37.9% |
| 1Y | +96.3% | +8.9% | +87.4% | +88.1% |
| 3Y | +203.9% | -75.5% | +279.4% | +233.1% |
| All | +203.9% | -75.9% | +279.8% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling