+139.9%
CHRW vs SEDG
+19.0%
+120.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +7.3% | -13.3% | +20.6% | +8.2% |
| 30D | -3.6% | -21.9% | +18.3% | -2.2% |
| 3M | -9.6% | -25.9% | +16.3% | -8.2% |
| 6M | -17.0% | -44.2% | +27.2% | -15.3% |
| YTD | -15.4% | -17.3% | +1.9% | -16.4% |
| 1Y | -10.0% | -34.5% | +24.5% | -9.9% |
| 3Y | +82.2% | -66.7% | +148.9% | +80.5% |
| 5Y | +59.4% | -93.4% | +152.8% | +74.9% |
| 10Y | +129.7% | +78.7% | +51.1% | +92.2% |
| All | +139.9% | +19.0% | +120.9% | +109.8% |
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