+133.6%
CCL vs SEDG
-65.9%
+199.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.2% | -13.3% | +12.1% | +0.1% |
| 30D | +13.1% | -21.9% | +35.0% | +15.3% |
| 3M | +3.4% | -25.9% | +29.3% | +5.5% |
| 6M | +18.7% | -44.2% | +62.9% | +22.4% |
| YTD | -2.3% | -17.3% | +15.1% | -4.9% |
| 1Y | +14.2% | -34.5% | +48.7% | +13.6% |
| 3Y | +133.6% | -66.7% | +200.3% | +145.2% |
| All | +133.6% | -65.9% | +199.5% | +145.2% |
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