+45.5%
CG vs SEDG
-75.7%
+121.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.7% | -2.8% |
| 7D | -9.8% | +8.7% | -18.5% | -10.6% |
| 30D | -10.3% | +10.3% | -20.6% | -11.3% |
| 3M | -1.7% | -32.6% | +31.0% | +1.1% |
| 6M | -9.8% | -3.6% | -6.2% | -12.3% |
| YTD | -25.6% | +27.4% | -53.0% | -30.3% |
| 1Y | -32.5% | +24.9% | -57.4% | -37.4% |
| All | +45.5% | -75.7% | +121.2% | +64.5% |
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