+178.9%
CLF vs SEDG
+19.0%
+159.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | +10.4% | -13.3% | +23.7% | +13.1% |
| 30D | +0.6% | -21.9% | +22.4% | +5.0% |
| 3M | +4.1% | -25.9% | +30.0% | +8.9% |
| 6M | +15.1% | -44.2% | +59.3% | +21.9% |
| YTD | -4.7% | -17.3% | +12.6% | -9.3% |
| 1Y | +20.4% | -34.5% | +54.9% | +19.7% |
| 3Y | -23.4% | -66.7% | +43.3% | -26.0% |
| 5Y | -43.3% | -93.4% | +50.1% | -25.1% |
| 10Y | +80.5% | +78.7% | +1.9% | +10.6% |
| All | +178.9% | +19.0% | +159.9% | +80.9% |
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