+1,914.6%
CLS vs SEDG
+80.7%
+1,833.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.1% |
| 7D | +16.3% | -13.3% | +29.6% | +18.7% |
| 30D | -25.7% | -21.9% | -3.8% | -22.9% |
| 3M | -30.9% | -25.9% | -5.0% | -28.1% |
| 6M | -35.5% | -44.2% | +8.7% | -31.2% |
| YTD | -18.7% | -17.3% | -1.4% | -19.5% |
| 1Y | -17.9% | -34.5% | +16.6% | -16.0% |
| 3Y | +838.1% | -66.7% | +904.8% | +848.7% |
| 5Y | +1,971.9% | -93.4% | +2,065.3% | +2,535.5% |
| All | +1,914.6% | +80.7% | +1,833.9% | +1,508.1% |
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