-4.4%
CLX vs SEDG
+106.4%
-110.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -1.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.7% |
| 30D | -17.0% | +8.3% | -25.3% | -17.1% |
| 3M | -9.7% | -40.7% | +31.0% | -9.5% |
| 6M | -19.8% | -3.9% | -15.9% | -20.2% |
| YTD | -9.8% | +20.2% | -30.1% | -10.6% |
| 1Y | -26.2% | +17.6% | -43.8% | -26.8% |
| 3Y | -36.2% | -76.6% | +40.4% | -36.3% |
| 5Y | -38.3% | -87.1% | +48.7% | -38.3% |
| All | -4.4% | +106.4% | -110.8% | -15.5% |
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