+3.7%
CG vs SEDG
-86.8%
+90.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.7% | -3.0% |
| 7D | -9.8% | +8.7% | -18.5% | -10.9% |
| 30D | -10.3% | +10.3% | -20.6% | -11.8% |
| 3M | -1.7% | -32.6% | +31.0% | +2.2% |
| 6M | -9.8% | -3.6% | -6.2% | -13.5% |
| YTD | -25.6% | +27.4% | -53.0% | -32.4% |
| 1Y | -32.5% | +24.9% | -57.4% | -39.7% |
| 3Y | +45.6% | -75.3% | +121.0% | +69.2% |
| 5Y | +3.7% | -86.3% | +90.0% | +29.1% |
| All | +3.7% | -86.8% | +90.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling