+3,154.0%
CLS vs SEDG
+106.4%
+3,047.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.6% | +12.2% | +7.4% |
| 7D | +10.9% | +1.4% | +9.5% | +10.6% |
| 30D | +2.1% | +8.3% | -6.2% | +0.5% |
| 3M | -10.2% | -40.7% | +30.5% | -4.4% |
| 6M | +30.4% | -3.9% | +34.3% | +27.4% |
| YTD | +17.2% | +20.2% | -3.0% | +10.0% |
| 1Y | +41.0% | +17.6% | +23.4% | +32.0% |
| 3Y | +1,338.0% | -76.6% | +1,414.6% | +1,452.8% |
| 5Y | +3,860.6% | -87.1% | +3,947.7% | +4,402.2% |
| All | +3,154.0% | +106.4% | +3,047.6% | +2,455.3% |
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 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