+17.3%
CLX vs SEDG
+81.7%
-64.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -1.6% |
| 7D | -3.5% | +12.1% | -15.7% | -3.6% |
| 30D | -11.9% | +14.7% | -26.6% | -12.0% |
| 3M | -2.6% | -43.0% | +40.4% | -2.3% |
| 6M | -18.2% | +9.0% | -27.2% | -18.6% |
| YTD | -5.9% | +26.3% | -32.2% | -6.6% |
| 1Y | -23.8% | +8.9% | -32.8% | -24.4% |
| 3Y | -33.6% | -75.5% | +41.9% | -33.7% |
| 5Y | -35.7% | -86.7% | +51.0% | -35.6% |
| 10Y | -2.5% | +110.6% | -113.1% | -9.9% |
| All | +17.3% | +81.7% | -64.4% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling