+1,284.2%
CLS vs SEDG
-76.7%
+1,361.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | +20.1% | +3.6% | +16.5% | +19.6% |
| 30D | +6.0% | +9.3% | -3.3% | +4.7% |
| 3M | -10.3% | -39.1% | +28.8% | -6.0% |
| 6M | +24.5% | +1.8% | +22.7% | +23.0% |
| YTD | +12.9% | +22.0% | -9.2% | +9.1% |
| 1Y | +36.7% | +17.2% | +19.5% | +32.9% |
| All | +1,284.2% | -76.7% | +1,361.0% | +1,523.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling