+302.6%
CFG vs SEDG
+109.6%
+193.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.0% |
| 30D | -4.5% | +9.3% | -13.9% | -5.7% |
| 3M | +6.3% | -39.1% | +45.4% | +10.6% |
| 6M | +20.6% | +1.8% | +18.8% | +15.6% |
| YTD | +21.2% | +22.0% | -0.8% | +12.8% |
| 1Y | +38.2% | +17.2% | +21.0% | +27.3% |
| 3Y | +185.9% | -76.3% | +262.3% | +200.7% |
| 5Y | +97.0% | -87.2% | +184.2% | +115.1% |
| All | +302.6% | +109.6% | +193.0% | +225.3% |
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