-29.7%
CCL vs SEDG
+24.9%
-54.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.3% |
| 7D | -4.3% | +8.7% | -13.0% | -4.9% |
| 30D | -19.0% | +10.3% | -29.3% | -19.6% |
| 3M | -13.1% | -32.6% | +19.5% | -11.2% |
| 6M | -13.3% | -3.6% | -9.7% | -15.3% |
| YTD | -25.2% | +27.4% | -52.6% | -30.1% |
| All | -29.7% | +24.9% | -54.6% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling