+169.4%
CCJ vs SEDG
-76.7%
+246.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | +4.2% | +3.6% | +0.6% | +3.9% |
| 30D | +3.2% | +9.3% | -6.1% | +2.3% |
| 3M | -1.8% | -39.1% | +37.3% | +1.2% |
| 6M | -13.5% | +1.8% | -15.3% | -15.0% |
| YTD | +9.7% | +22.0% | -12.3% | +6.3% |
| 1Y | +30.0% | +17.2% | +12.8% | +25.5% |
| All | +169.4% | -76.7% | +246.1% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling