+904.6%
CAT vs SEDG
+21.1%
+883.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.9% | +9.5% | +1.7% |
| 7D | +9.3% | -7.3% | +16.6% | +10.2% |
| 30D | -21.5% | -25.3% | +3.8% | -18.9% |
| 3M | -29.1% | -24.1% | -4.9% | -27.2% |
| 6M | -33.4% | -39.9% | +6.5% | -31.0% |
| YTD | +6.6% | -15.8% | +22.4% | +4.7% |
| 1Y | +6.5% | -42.9% | +49.4% | +9.1% |
| 3Y | +162.7% | -65.9% | +228.5% | +159.1% |
| 5Y | +214.2% | -93.3% | +307.5% | +264.5% |
| 10Y | +705.2% | +81.9% | +623.3% | +484.5% |
| All | +904.6% | +21.1% | +883.5% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling