+158.3%
CAT vs SEDG
-65.9%
+224.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +7.4% | -13.3% | +20.7% | +9.0% |
| 30D | -19.7% | -21.9% | +2.2% | -17.7% |
| 3M | -29.6% | -25.9% | -3.7% | -27.8% |
| 6M | -33.2% | -44.2% | +11.0% | -30.4% |
| YTD | +5.7% | -17.3% | +23.0% | +5.1% |
| 1Y | +9.3% | -34.5% | +43.9% | +10.8% |
| 3Y | +158.3% | -66.7% | +225.0% | +168.4% |
| All | +158.3% | -65.9% | +224.3% | +168.4% |
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