+48.8%
CAVA vs SEDG
-77.1%
+125.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +3.7% |
| 7D | -8.0% | +1.4% | -9.4% | -8.1% |
| 30D | -19.6% | +8.3% | -27.9% | -19.9% |
| 3M | -36.7% | -40.7% | +4.0% | -35.5% |
| 6M | -30.6% | -3.9% | -26.7% | -31.9% |
| YTD | -4.8% | +20.2% | -25.0% | -8.2% |
| 1Y | -13.1% | +17.6% | -30.7% | -16.4% |
| 3Y | +48.8% | -76.6% | +125.4% | +79.7% |
| All | +48.8% | -77.1% | +125.9% | +79.7% |
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