+57.3%
CL vs SEDG
+103.5%
-46.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -2.3% | +3.6% | -5.9% | -2.3% |
| 30D | -5.5% | +9.3% | -14.8% | -5.6% |
| 3M | +0.8% | -39.1% | +39.9% | +1.2% |
| 6M | -4.2% | +1.8% | -6.0% | -4.9% |
| YTD | +13.4% | +22.0% | -8.6% | +12.1% |
| 1Y | +7.1% | +17.2% | -10.1% | +5.6% |
| 3Y | +29.0% | -76.3% | +105.4% | +29.3% |
| 5Y | +28.3% | -87.2% | +115.5% | +29.1% |
| 10Y | +57.3% | +108.6% | -51.3% | +38.0% |
| All | +57.3% | +103.5% | -46.2% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling