+34.0%
CMS vs SEDG
-92.5%
+126.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.5% |
| 7D | +0.5% | -21.4% | +21.8% | +1.0% |
| 30D | +7.4% | -19.7% | +27.1% | +7.9% |
| 3M | +1.9% | -19.7% | +21.6% | +2.3% |
| 6M | -2.3% | -37.4% | +35.1% | -2.2% |
| YTD | +3.0% | -10.4% | +13.3% | +1.1% |
| 1Y | -2.8% | -43.0% | +40.2% | -3.0% |
| 3Y | +37.9% | -63.6% | +101.6% | +37.6% |
| 5Y | +34.0% | -92.5% | +126.4% | +44.6% |
| All | +34.0% | -92.5% | +126.4% | +44.6% |
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 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