-0.9%
CMS vs SEDG
+4.5%
-5.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.0% |
| 7D | +0.2% | +3.6% | -3.5% | +0.2% |
| 30D | -1.3% | +9.3% | -10.6% | -1.1% |
| 3M | -5.4% | -39.1% | +33.7% | -6.0% |
| 6M | -10.3% | +1.8% | -12.1% | -11.2% |
| YTD | -0.2% | +22.0% | -22.3% | -1.6% |
| 1Y | -0.9% | +17.2% | -18.1% | +1.4% |
| All | -0.9% | +4.5% | -5.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling