-37.3%
CCL vs SEDG
+70.6%
-107.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -5.0% | +8.9% | -13.9% | -6.6% |
| 30D | -20.3% | +0.9% | -21.2% | -20.8% |
| 3M | -15.1% | -53.2% | +38.1% | -4.9% |
| 6M | -15.1% | -9.9% | -5.3% | -18.9% |
| YTD | -21.8% | +18.5% | -40.3% | -30.3% |
| 1Y | -24.8% | +0.1% | -24.9% | -32.4% |
| 3Y | +51.9% | -78.9% | +130.7% | +66.4% |
| 5Y | +4.0% | -88.0% | +92.1% | +26.2% |
| 10Y | -42.2% | +97.5% | -139.7% | -55.3% |
| All | -37.3% | +70.6% | -107.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling