+444.7%
CMI vs SEDG
+83.3%
+361.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.2% | -1.3% |
| 7D | +0.8% | +8.7% | -7.9% | -0.1% |
| 30D | -12.8% | +10.3% | -23.1% | -13.9% |
| 3M | -12.4% | -32.6% | +20.2% | -9.8% |
| 6M | -0.9% | -3.6% | +2.7% | -3.5% |
| YTD | +8.9% | +27.4% | -18.5% | +2.1% |
| 1Y | +37.7% | +24.9% | +12.8% | +27.8% |
| 3Y | +148.9% | -75.3% | +224.2% | +154.1% |
| 5Y | +164.4% | -86.3% | +250.7% | +179.0% |
| 10Y | +506.9% | +117.7% | +389.2% | +332.1% |
| All | +444.7% | +83.3% | +361.4% | +304.4% |
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