+273.4%
CBRE vs SEDG
+19.0%
+254.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.8% | -13.3% | +11.5% | -0.2% |
| 30D | +3.3% | -21.9% | +25.2% | +5.8% |
| 3M | -12.4% | -25.9% | +13.5% | -10.1% |
| 6M | -5.4% | -44.2% | +38.9% | -2.7% |
| YTD | -17.2% | -17.3% | +0.1% | -20.9% |
| 1Y | -13.1% | -34.5% | +21.4% | -14.6% |
| 3Y | +81.6% | -66.7% | +148.3% | +74.4% |
| 5Y | +26.4% | -93.4% | +119.9% | +48.6% |
| 10Y | +381.6% | +78.7% | +303.0% | +225.7% |
| All | +273.4% | +19.0% | +254.5% | +162.6% |
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