+290.8%
CDE vs SEDG
+83.3%
+207.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -4.0% |
| 7D | -6.1% | +8.7% | -14.8% | -7.7% |
| 30D | +9.5% | +10.3% | -0.9% | +7.1% |
| 3M | +32.0% | -32.6% | +64.6% | +39.1% |
| 6M | -12.8% | -3.6% | -9.2% | -17.0% |
| YTD | +14.2% | +27.4% | -13.2% | +2.1% |
| 1Y | +36.3% | +24.9% | +11.4% | +20.3% |
| 3Y | +821.4% | -75.3% | +896.7% | +875.4% |
| 5Y | +194.3% | -86.3% | +280.6% | +235.1% |
| 10Y | +53.2% | +117.7% | -64.5% | +10.9% |
| All | +290.8% | +83.3% | +207.5% | +253.5% |
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