+304.1%
CFG vs SEDG
+118.8%
+185.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.1% |
| 7D | -1.7% | +8.7% | -10.4% | -2.7% |
| 30D | -4.6% | +10.3% | -14.9% | -5.9% |
| 3M | +7.9% | -32.6% | +40.5% | +11.0% |
| 6M | +19.9% | -3.6% | +23.4% | +15.7% |
| YTD | +21.7% | +27.4% | -5.7% | +12.7% |
| 1Y | +38.4% | +24.9% | +13.5% | +26.6% |
| 3Y | +187.0% | -75.3% | +262.3% | +200.3% |
| 5Y | +99.5% | -86.3% | +185.8% | +115.9% |
| All | +304.1% | +118.8% | +185.4% | +225.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling