-60.8%
CLSK vs SEDG
+154.1%
-214.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.6% | +12.4% | +8.3% |
| 7D | +7.7% | +1.4% | +6.3% | +7.1% |
| 30D | +12.2% | +8.3% | +3.9% | +9.0% |
| 3M | -15.5% | -40.7% | +25.2% | -5.4% |
| 6M | +39.3% | -3.9% | +43.3% | +30.3% |
| YTD | +35.1% | +20.2% | +14.9% | +17.9% |
| 1Y | +34.0% | +17.6% | +16.4% | +16.3% |
| 3Y | +226.3% | -76.6% | +302.9% | +272.9% |
| 5Y | +6.4% | -87.1% | +93.5% | +46.5% |
| All | -60.8% | +154.1% | -214.9% | -10.8% |
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 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