+29.5%
CL vs SEDG
-77.6%
+107.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.5% |
| 7D | -2.2% | +8.9% | -11.1% | -2.1% |
| 30D | -4.8% | +0.9% | -5.7% | -4.8% |
| 3M | +4.9% | -53.2% | +58.2% | +4.8% |
| 6M | -5.7% | -9.9% | +4.1% | -6.2% |
| YTD | +14.4% | +18.5% | -4.2% | +13.6% |
| 1Y | +8.7% | +0.1% | +8.6% | +8.0% |
| All | +29.5% | -77.6% | +107.1% | +24.2% |
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