+212.0%
CG vs SEDG
+81.7%
+130.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -3.2% |
| 7D | -1.3% | +12.1% | -13.4% | -3.0% |
| 30D | -3.2% | +14.7% | -17.9% | -5.5% |
| 3M | +6.2% | -43.0% | +49.3% | +13.5% |
| 6M | -4.7% | +9.0% | -13.7% | -10.7% |
| YTD | -20.6% | +26.3% | -46.9% | -28.0% |
| 1Y | -26.4% | +8.9% | -35.3% | -33.1% |
| 3Y | +55.4% | -75.5% | +130.9% | +62.2% |
| 5Y | +9.8% | -86.7% | +96.5% | +23.4% |
| 10Y | +341.4% | +110.6% | +230.8% | +193.6% |
| All | +212.0% | +81.7% | +130.3% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling