+314.7%
CBRE vs SEDG
+70.6%
+244.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -2.0% | +8.9% | -10.9% | -3.0% |
| 30D | -2.2% | +0.9% | -3.1% | -2.5% |
| 3M | +12.9% | -53.2% | +66.1% | +20.9% |
| 6M | +4.3% | -9.9% | +14.2% | +0.7% |
| YTD | -8.0% | +18.5% | -26.6% | -15.1% |
| 1Y | -8.6% | +0.1% | -8.7% | -15.3% |
| 3Y | +71.9% | -78.9% | +150.8% | +80.0% |
| 5Y | +50.0% | -88.0% | +138.0% | +63.6% |
| 10Y | +390.1% | +97.5% | +292.6% | +229.8% |
| All | +314.7% | +70.6% | +244.2% | +181.7% |
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