-15.3%
CDW vs SEDG
-65.9%
+50.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.5% |
| 7D | +9.3% | -13.3% | +22.6% | +10.6% |
| 30D | +14.4% | -21.9% | +36.2% | +16.4% |
| 3M | +21.4% | -25.9% | +47.3% | +23.7% |
| 6M | +72.8% | -44.2% | +117.0% | +78.1% |
| YTD | +28.0% | -17.3% | +45.4% | +26.5% |
| 1Y | +19.3% | -34.5% | +53.9% | +20.0% |
| 3Y | -15.3% | -66.7% | +51.4% | -16.3% |
| All | -15.3% | -65.9% | +50.6% | -16.3% |
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