+23.3%
CAVA vs SEDG
-86.4%
+109.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.6% |
| 7D | -12.4% | +8.7% | -21.2% | -12.8% |
| 30D | -11.2% | +10.3% | -21.5% | -11.7% |
| 3M | -33.8% | -32.6% | -1.2% | -32.9% |
| 6M | -32.5% | -3.6% | -28.9% | -33.9% |
| YTD | -8.0% | +27.4% | -35.4% | -11.7% |
| 1Y | -17.1% | +24.9% | -42.0% | -20.6% |
| 3Y | +37.8% | -75.3% | +113.1% | +64.6% |
| All | +23.3% | -86.4% | +109.7% | +55.4% |
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 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