+639.5%
CEG vs SEDG
-85.7%
+725.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.8% |
| 7D | +8.0% | +8.9% | -0.9% | +7.2% |
| 30D | +12.9% | +0.9% | +12.1% | +12.7% |
| 3M | +13.2% | -53.2% | +66.4% | +20.1% |
| 6M | -7.0% | -9.9% | +2.9% | -9.0% |
| YTD | -15.0% | +18.5% | -33.5% | -19.7% |
| 1Y | -2.7% | +0.1% | -2.8% | -7.3% |
| 3Y | +184.1% | -78.9% | +262.9% | +210.6% |
| All | +639.5% | -85.7% | +725.2% | +734.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling