+70.8%
CDNS vs SEDG
-86.8%
+157.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.3% |
| 7D | -6.5% | +8.7% | -15.3% | -7.4% |
| 30D | -13.0% | +10.3% | -23.3% | -14.1% |
| 3M | -26.0% | -32.6% | +6.6% | -24.0% |
| 6M | -2.8% | -3.6% | +0.7% | -5.6% |
| YTD | -8.8% | +27.4% | -36.2% | -15.0% |
| 1Y | -15.8% | +24.9% | -40.7% | -22.6% |
| 3Y | +19.7% | -75.3% | +95.0% | +37.6% |
| 5Y | +70.8% | -86.3% | +157.1% | +111.0% |
| All | +70.8% | -86.8% | +157.5% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling