+163.4%
CHRW vs SEDG
+70.6%
+92.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -1.4% | +8.9% | -10.3% | -1.9% |
| 30D | -3.5% | +0.9% | -4.4% | -3.6% |
| 3M | -19.4% | -53.2% | +33.8% | -16.4% |
| 6M | -21.4% | -9.9% | -11.5% | -22.2% |
| YTD | -7.1% | +18.5% | -25.7% | -10.0% |
| 1Y | +17.8% | +0.1% | +17.7% | +14.3% |
| 3Y | +78.8% | -78.9% | +157.7% | +84.7% |
| 5Y | +83.5% | -88.0% | +171.6% | +93.8% |
| 10Y | +160.2% | +97.5% | +62.8% | +116.6% |
| All | +163.4% | +70.6% | +92.8% | +125.9% |
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