+505.7%
CIFR vs SEDG
-76.7%
+582.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.3% | -7.9% |
| 7D | +11.3% | +3.6% | +7.7% | +10.4% |
| 30D | +3.5% | +9.3% | -5.8% | +0.9% |
| 3M | -26.6% | -39.1% | +12.4% | -18.8% |
| 6M | +18.1% | +1.8% | +16.3% | +13.5% |
| YTD | +14.5% | +22.0% | -7.5% | +5.5% |
| 1Y | +83.3% | +17.2% | +66.1% | +69.8% |
| All | +505.7% | -76.7% | +582.5% | +818.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling