+87.0%
CIFR vs SEDG
-88.4%
+175.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +2.6% |
| 7D | +26.7% | +12.1% | +14.6% | +22.8% |
| 30D | +7.7% | +14.7% | -7.0% | +3.3% |
| 3M | -23.8% | -43.0% | +19.2% | -13.3% |
| 6M | +35.9% | +9.0% | +26.9% | +26.4% |
| YTD | +25.4% | +26.3% | -0.9% | +11.7% |
| 1Y | +139.8% | +8.9% | +130.8% | +118.1% |
| 3Y | +515.0% | -75.5% | +590.5% | +666.0% |
| 5Y | +52.1% | -86.7% | +138.8% | +122.4% |
| All | +87.0% | -88.4% | +175.3% | +172.6% |
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