+174.7%
CMG vs SEDG
+73.0%
+101.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +10.9% | +8.3% | +2.6% | +9.9% |
| 3M | +15.8% | -40.7% | +56.5% | +19.9% |
| 6M | +6.9% | -3.9% | +10.8% | +3.5% |
| YTD | -2.2% | +20.2% | -22.4% | -8.1% |
| 1Y | -7.1% | +17.6% | -24.7% | -13.5% |
| 3Y | -7.1% | -76.6% | +69.5% | -3.9% |
| 5Y | -4.8% | -87.1% | +82.3% | +3.0% |
| 10Y | +324.3% | +105.5% | +218.9% | +247.6% |
| All | +174.7% | +73.0% | +101.8% | +135.4% |
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