-4.7%
CMS vs SEDG
-46.6%
+41.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.9% | +8.3% | -0.7% |
| 7D | -1.3% | -7.3% | +6.0% | -1.4% |
| 30D | +5.3% | -25.3% | +30.6% | +4.7% |
| 3M | -0.3% | -24.1% | +23.8% | -0.7% |
| 6M | -4.0% | -39.9% | +35.9% | -5.6% |
| YTD | +2.1% | -15.8% | +17.9% | -1.7% |
| 1Y | -4.7% | -42.9% | +38.1% | -4.6% |
| All | -4.7% | -46.6% | +41.9% | -4.6% |
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