+37.9%
CMS vs SEDG
-63.2%
+101.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.4% |
| 7D | +0.5% | -21.4% | +21.8% | +0.8% |
| 30D | +7.4% | -19.7% | +27.1% | +7.7% |
| 3M | +1.9% | -19.7% | +21.6% | +2.1% |
| 6M | -2.3% | -37.4% | +35.1% | -2.5% |
| YTD | +3.0% | -10.4% | +13.3% | +1.3% |
| 1Y | -2.8% | -43.0% | +40.2% | -3.1% |
| 3Y | +37.9% | -63.6% | +101.6% | +37.5% |
| All | +37.9% | -63.2% | +101.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling