-34.8%
CLX vs SEDG
-76.7%
+41.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -2.1% |
| 7D | -4.9% | +3.6% | -8.6% | -5.0% |
| 30D | -15.8% | +9.3% | -25.1% | -15.9% |
| 3M | -7.9% | -39.1% | +31.1% | -7.8% |
| 6M | -19.0% | +1.8% | -20.8% | -19.8% |
| YTD | -7.9% | +22.0% | -30.0% | -9.1% |
| 1Y | -25.4% | +17.2% | -42.6% | -26.4% |
| All | -34.8% | -76.7% | +41.9% | -30.1% |
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