+24.1%
CMS vs SEDG
-87.2%
+111.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.3% |
| 7D | +1.2% | +12.1% | -10.9% | +0.9% |
| 30D | -3.2% | +14.7% | -17.9% | -3.5% |
| 3M | -2.2% | -43.0% | +40.8% | -1.2% |
| 6M | -9.4% | +9.0% | -18.5% | -10.9% |
| YTD | +0.7% | +26.3% | -25.6% | -1.7% |
| 1Y | +0.4% | +8.9% | -8.6% | -2.0% |
| 3Y | +35.2% | -75.5% | +110.7% | +38.2% |
| 5Y | +24.1% | -86.7% | +110.8% | +31.2% |
| All | +24.1% | -87.2% | +111.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling