+61.5%
CF vs SEDG
-63.6%
+125.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +0.6% |
| 7D | -3.2% | -8.5% | +5.3% | -3.0% |
| 30D | +4.3% | -17.0% | +21.4% | +4.7% |
| 3M | +2.8% | -15.8% | +18.6% | +3.1% |
| 6M | +0.6% | -32.3% | +32.9% | +0.5% |
| YTD | +56.6% | -4.6% | +61.3% | +53.1% |
| 1Y | +49.6% | -29.2% | +78.9% | +48.0% |
| 3Y | +61.5% | -61.7% | +123.2% | +61.8% |
| All | +61.5% | -63.6% | +125.1% | +61.8% |
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