+574.3%
CF vs SEDG
+107.5%
+466.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.1% |
| 7D | -0.9% | +12.1% | -13.1% | -2.0% |
| 30D | +18.1% | +14.7% | +3.4% | +16.3% |
| 3M | +23.4% | -43.0% | +66.4% | +28.3% |
| 6M | +17.1% | +9.0% | +8.1% | +11.6% |
| YTD | +76.2% | +26.3% | +50.0% | +63.7% |
| 1Y | +62.3% | +8.9% | +53.3% | +50.8% |
| 3Y | +71.8% | -75.5% | +147.4% | +79.3% |
| 5Y | +234.6% | -86.7% | +321.3% | +260.6% |
| 10Y | +574.3% | +110.6% | +463.7% | +299.0% |
| All | +574.3% | +107.5% | +466.8% | +299.0% |
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