+67.8%
CF vs SEDG
-65.9%
+133.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +4.8% | -13.3% | +18.1% | +5.1% |
| 30D | +4.7% | -21.9% | +26.6% | +5.2% |
| 3M | +7.4% | -25.9% | +33.3% | +8.0% |
| 6M | +0.6% | -44.2% | +44.8% | +1.1% |
| YTD | +64.1% | -17.3% | +81.4% | +60.9% |
| 1Y | +51.4% | -34.5% | +85.9% | +49.9% |
| 3Y | +67.8% | -66.7% | +134.5% | +67.9% |
| All | +67.8% | -65.9% | +133.7% | +67.9% |
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 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