+356.5%
CCEP vs SEDG
+70.6%
+285.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -3.1% | +8.9% | -11.9% | -3.6% |
| 30D | -2.6% | +0.9% | -3.5% | -2.8% |
| 3M | +14.9% | -53.2% | +68.2% | +19.1% |
| 6M | +2.3% | -9.9% | +12.1% | +0.3% |
| YTD | +17.8% | +18.5% | -0.7% | +12.8% |
| 1Y | +24.2% | +0.1% | +24.1% | +19.1% |
| 3Y | +84.7% | -78.9% | +163.6% | +90.4% |
| 5Y | +103.2% | -88.0% | +191.2% | +113.3% |
| 10Y | +257.4% | +97.5% | +159.9% | +190.5% |
| All | +356.5% | +70.6% | +285.9% | +250.7% |
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