+870.3%
CAT vs SEDG
+29.0%
+841.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.6% |
| 7D | -6.3% | -21.4% | +15.0% | -3.6% |
| 30D | -26.8% | -19.7% | -7.1% | -25.0% |
| 3M | -30.0% | -19.7% | -10.3% | -28.7% |
| 6M | -34.6% | -37.4% | +2.8% | -32.6% |
| YTD | +2.9% | -10.4% | +13.3% | +0.4% |
| 1Y | +3.3% | -43.0% | +46.3% | +5.8% |
| 3Y | +153.7% | -63.6% | +217.3% | +148.5% |
| 5Y | +207.3% | -92.5% | +299.8% | +251.6% |
| 10Y | +674.0% | +86.0% | +588.0% | +460.3% |
| All | +870.3% | +29.0% | +841.3% | +638.6% |
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 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