+72.4%
CB vs SEDG
-61.9%
+134.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.4% |
| 7D | -1.0% | -11.2% | +10.1% | -1.1% |
| 30D | +7.3% | -15.3% | +22.6% | +7.2% |
| 3M | +7.0% | -19.9% | +27.0% | +6.9% |
| 6M | +16.3% | -36.2% | +52.5% | +15.7% |
| YTD | +19.7% | -7.6% | +27.3% | +18.6% |
| 1Y | +27.8% | -40.3% | +68.1% | +26.9% |
| All | +72.4% | -61.9% | +134.3% | +67.9% |
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