-42.6%
CCL vs SEDG
+106.4%
-149.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.9% | +2.3% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -17.8% | +8.3% | -26.1% | -19.5% |
| 3M | -18.7% | -40.7% | +22.0% | -12.4% |
| 6M | -11.4% | -3.9% | -7.5% | -16.8% |
| YTD | -24.3% | +20.2% | -44.5% | -33.5% |
| 1Y | -28.8% | +17.6% | -46.4% | -38.8% |
| 3Y | +49.3% | -76.6% | +125.9% | +63.2% |
| 5Y | +1.6% | -87.1% | +88.7% | +25.6% |
| All | -42.6% | +106.4% | -149.1% | -53.8% |
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 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