+411.8%
CCEP vs SEDG
+19.0%
+392.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | +2.1% | -13.3% | +15.4% | +2.9% |
| 30D | +10.6% | -21.9% | +32.4% | +11.8% |
| 3M | +10.3% | -25.9% | +36.2% | +11.7% |
| 6M | +31.1% | -44.2% | +75.3% | +32.7% |
| YTD | +32.1% | -17.3% | +49.5% | +28.6% |
| 1Y | +32.8% | -34.5% | +67.3% | +31.2% |
| 3Y | +111.3% | -66.7% | +178.0% | +105.9% |
| 5Y | +147.5% | -93.4% | +240.9% | +171.0% |
| 10Y | +338.1% | +78.7% | +259.4% | +257.3% |
| All | +411.8% | +19.0% | +392.8% | +299.8% |
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