+27.3%
CBRE vs SEDG
-93.5%
+120.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.8% | -13.3% | +11.5% | -0.6% |
| 30D | +3.3% | -21.9% | +25.2% | +5.2% |
| 3M | -12.4% | -25.9% | +13.5% | -10.6% |
| 6M | -5.4% | -44.2% | +38.9% | -3.6% |
| YTD | -17.2% | -17.3% | +0.1% | -20.7% |
| 1Y | -13.1% | -34.5% | +21.4% | -14.7% |
| 3Y | +81.6% | -66.7% | +148.3% | +81.3% |
| All | +27.3% | -93.5% | +120.8% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling