+69.1%
CL vs SEDG
+70.6%
-1.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.5% |
| 7D | -2.2% | +8.9% | -11.1% | -2.3% |
| 30D | -4.8% | +0.9% | -5.7% | -4.9% |
| 3M | +4.9% | -53.2% | +58.2% | +5.9% |
| 6M | -5.7% | -9.9% | +4.1% | -6.3% |
| YTD | +14.4% | +18.5% | -4.2% | +12.9% |
| 1Y | +8.7% | +0.1% | +8.6% | +7.4% |
| 3Y | +30.0% | -78.9% | +108.9% | +30.8% |
| 5Y | +28.4% | -88.0% | +116.4% | +29.7% |
| 10Y | +50.1% | +97.5% | -47.4% | +28.9% |
| All | +69.1% | +70.6% | -1.5% | +45.3% |
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