+43.4%
CBRE vs SEDG
-87.2%
+130.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +2.3% |
| 7D | -5.0% | +1.4% | -6.4% | -5.1% |
| 30D | -4.7% | +8.3% | -13.0% | -5.5% |
| 3M | +6.5% | -40.7% | +47.2% | +9.9% |
| 6M | +6.1% | -3.9% | +10.0% | +2.2% |
| YTD | -12.6% | +20.2% | -32.8% | -18.5% |
| 1Y | -15.3% | +17.6% | -32.9% | -22.1% |
| 3Y | +64.6% | -76.6% | +141.2% | +79.8% |
| All | +43.4% | -87.2% | +130.5% | +64.0% |
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 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