+183.5%
CLF vs SEDG
+29.0%
+154.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +6.1% |
| 7D | -9.1% | -21.4% | +12.3% | -4.9% |
| 30D | -0.9% | -19.7% | +18.8% | +2.9% |
| 3M | +3.0% | -19.7% | +22.7% | +6.2% |
| 6M | +16.7% | -37.4% | +54.1% | +21.0% |
| YTD | -3.2% | -10.4% | +7.2% | -9.1% |
| 1Y | +24.6% | -43.0% | +67.6% | +27.2% |
| 3Y | -22.3% | -63.6% | +41.4% | -26.1% |
| 5Y | -41.2% | -92.5% | +51.3% | -24.4% |
| 10Y | +83.5% | +86.0% | -2.5% | +11.7% |
| All | +183.5% | +29.0% | +154.5% | +81.3% |
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