+312.0%
CB vs SEDG
+33.0%
+279.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | -1.0% | -11.2% | +10.1% | -0.7% |
| 30D | +7.3% | -15.3% | +22.6% | +7.8% |
| 3M | +7.0% | -19.9% | +27.0% | +7.6% |
| 6M | +16.3% | -36.2% | +52.5% | +16.6% |
| YTD | +19.7% | -7.6% | +27.3% | +17.2% |
| 1Y | +27.8% | -40.3% | +68.1% | +27.4% |
| 3Y | +72.0% | -62.5% | +134.5% | +68.5% |
| 5Y | +104.9% | -92.6% | +197.4% | +117.6% |
| 10Y | +246.7% | +99.8% | +147.0% | +187.2% |
| All | +312.0% | +33.0% | +279.0% | +223.8% |
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 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