+70.2%
CIFR vs SEDG
-88.9%
+159.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.6% | +11.3% | +7.2% |
| 7D | -5.0% | +1.4% | -6.4% | -5.5% |
| 30D | -5.7% | +8.3% | -14.0% | -8.3% |
| 3M | -25.5% | -40.7% | +15.1% | -16.4% |
| 6M | +19.4% | -3.9% | +23.3% | +15.0% |
| YTD | +14.2% | +20.2% | -6.0% | +2.8% |
| 1Y | +69.0% | +17.6% | +51.4% | +51.8% |
| 3Y | +503.9% | -76.6% | +580.6% | +659.9% |
| 5Y | +27.7% | -87.1% | +114.7% | +88.7% |
| All | +70.2% | -88.9% | +159.1% | +151.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling