+226.3%
CLSK vs SEDG
-77.1%
+303.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.6% | +12.4% | +8.2% |
| 7D | +7.7% | +1.4% | +6.3% | +7.2% |
| 30D | +12.2% | +8.3% | +3.9% | +9.3% |
| 3M | -15.5% | -40.7% | +25.2% | -6.4% |
| 6M | +39.3% | -3.9% | +43.3% | +31.3% |
| YTD | +35.1% | +20.2% | +14.9% | +19.7% |
| 1Y | +34.0% | +17.6% | +16.4% | +18.8% |
| 3Y | +226.3% | -76.6% | +302.9% | +405.6% |
| All | +226.3% | -77.1% | +303.3% | +405.6% |
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