+607.3%
CEG vs SEDG
-84.7%
+692.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.1% |
| 7D | +0.3% | +8.7% | -8.4% | -0.5% |
| 30D | +2.9% | +10.3% | -7.4% | +1.8% |
| 3M | +18.2% | -32.6% | +50.8% | +21.2% |
| 6M | -9.5% | -3.6% | -6.0% | -11.9% |
| YTD | -18.7% | +27.4% | -46.1% | -23.7% |
| 1Y | -10.1% | +24.9% | -35.0% | -16.1% |
| 3Y | +168.3% | -75.3% | +243.7% | +187.1% |
| All | +607.3% | -84.7% | +692.0% | +692.4% |
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 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