-23.6%
CDW vs SEDG
-87.1%
+63.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.1% |
| 7D | -4.2% | +3.6% | -7.9% | -4.7% |
| 30D | +4.9% | +9.3% | -4.5% | +3.7% |
| 3M | +7.3% | -39.1% | +46.4% | +11.6% |
| 6M | +19.2% | +1.8% | +17.4% | +15.9% |
| YTD | +6.2% | +22.0% | -15.9% | +0.8% |
| 1Y | -14.0% | +17.2% | -31.2% | -19.0% |
| 3Y | -30.0% | -76.3% | +46.4% | -24.3% |
| 5Y | -23.6% | -87.2% | +63.7% | -13.9% |
| All | -23.6% | -87.1% | +63.5% | -13.9% |
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