+147.8%
CI vs SEDG
+70.6%
+77.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +1.3% | +8.9% | -7.6% | +0.8% |
| 30D | +4.4% | +0.9% | +3.6% | +4.3% |
| 3M | +0.7% | -53.2% | +53.9% | +3.9% |
| 6M | +0.3% | -9.9% | +10.2% | -1.4% |
| YTD | +3.8% | +18.5% | -14.7% | -0.2% |
| 1Y | -5.5% | +0.1% | -5.6% | -9.0% |
| 3Y | +8.1% | -78.9% | +87.0% | +10.9% |
| 5Y | +42.8% | -88.0% | +130.8% | +48.6% |
| 10Y | +143.9% | +97.5% | +46.4% | +92.5% |
| All | +147.8% | +70.6% | +77.2% | +84.5% |
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 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