-28.9%
CDW vs SEDG
-75.9%
+46.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.7% | -5.7% |
| 7D | -3.9% | +12.1% | -16.0% | -4.9% |
| 30D | +6.9% | +14.7% | -7.8% | +5.4% |
| 3M | +7.7% | -43.0% | +50.7% | +11.9% |
| 6M | +18.3% | +9.0% | +9.3% | +15.3% |
| YTD | +7.8% | +26.3% | -18.5% | +3.3% |
| 1Y | -12.2% | +8.9% | -21.1% | -15.5% |
| 3Y | -28.9% | -75.5% | +46.6% | -24.4% |
| All | -28.9% | -75.9% | +46.9% | -24.4% |
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