+84.3%
CL vs SEDG
+88.8%
-4.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | +2.6% | -21.4% | +23.9% | +2.8% |
| 30D | +11.8% | -19.7% | +31.5% | +11.9% |
| 3M | +5.9% | -19.7% | +25.6% | +6.0% |
| 6M | +13.3% | -37.4% | +50.7% | +13.2% |
| YTD | +27.1% | -10.4% | +37.5% | +26.0% |
| 1Y | +28.0% | -43.0% | +71.0% | +27.7% |
| 3Y | +39.4% | -63.6% | +103.0% | +37.7% |
| 5Y | +40.8% | -92.5% | +133.2% | +42.9% |
| All | +84.3% | +88.8% | -4.5% | +65.2% |
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 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