+81.6%
CBRE vs SEDG
-65.9%
+147.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -1.8% | -13.3% | +11.5% | -1.0% |
| 30D | +3.3% | -21.9% | +25.2% | +4.5% |
| 3M | -12.4% | -25.9% | +13.5% | -11.3% |
| 6M | -5.4% | -44.2% | +38.9% | -4.4% |
| YTD | -17.2% | -17.3% | +0.1% | -20.0% |
| 1Y | -13.1% | -34.5% | +21.4% | -14.5% |
| 3Y | +81.6% | -66.7% | +148.3% | +86.0% |
| All | +81.6% | -65.9% | +147.5% | +86.0% |
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