-59.1%
CELH vs SEDG
-77.1%
+18.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.8% | +2.9% |
| 7D | -11.2% | +1.4% | -12.6% | -11.4% |
| 30D | -1.4% | +8.3% | -9.8% | -2.6% |
| 3M | -4.2% | -40.7% | +36.5% | +0.2% |
| 6M | -40.5% | -3.9% | -36.6% | -42.8% |
| YTD | -40.5% | +20.2% | -60.7% | -45.1% |
| 1Y | -53.0% | +17.6% | -70.6% | -57.1% |
| 3Y | -59.1% | -76.6% | +17.6% | -58.1% |
| All | -59.1% | -77.1% | +18.0% | -58.1% |
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