+219.2%
CB vs SEDG
+118.8%
+100.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.2% |
| 7D | -2.8% | +8.7% | -11.5% | -3.0% |
| 30D | -2.4% | +10.3% | -12.7% | -2.8% |
| 3M | +2.8% | -32.6% | +35.4% | +3.6% |
| 6M | +4.8% | -3.6% | +8.3% | +3.2% |
| YTD | +9.2% | +27.4% | -18.2% | +5.9% |
| 1Y | +22.8% | +24.9% | -2.1% | +18.4% |
| 3Y | +71.1% | -75.3% | +146.5% | +74.7% |
| 5Y | +101.0% | -86.3% | +187.3% | +107.9% |
| All | +219.2% | +118.8% | +100.5% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling