+265.0%
CDW vs SEDG
+118.8%
+146.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.4% |
| 7D | -7.4% | +8.7% | -16.1% | -8.4% |
| 30D | +5.8% | +10.3% | -4.5% | +4.3% |
| 3M | +10.8% | -32.6% | +43.4% | +14.7% |
| 6M | +21.5% | -3.6% | +25.0% | +18.2% |
| YTD | +6.4% | +27.4% | -21.0% | -0.9% |
| 1Y | -14.8% | +24.9% | -39.7% | -21.5% |
| 3Y | -29.9% | -75.3% | +45.4% | -26.8% |
| 5Y | -22.9% | -86.3% | +63.5% | -16.1% |
| All | +265.0% | +118.8% | +146.3% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling