-34.0%
CCL vs SEDG
+80.7%
-114.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -1.2% | -13.3% | +12.1% | +1.5% |
| 30D | +13.1% | -21.9% | +35.0% | +17.9% |
| 3M | +3.4% | -25.9% | +29.3% | +8.0% |
| 6M | +18.7% | -44.2% | +62.9% | +25.7% |
| YTD | -2.3% | -17.3% | +15.1% | -8.5% |
| 1Y | +14.2% | -34.5% | +48.7% | +12.0% |
| 3Y | +133.6% | -66.7% | +200.3% | +122.6% |
| 5Y | +33.5% | -93.4% | +126.9% | +91.9% |
| All | -34.0% | +80.7% | -114.7% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling