+183.5%
CMS vs SEDG
+70.6%
+112.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +0.4% | +8.9% | -8.5% | +0.1% |
| 30D | -3.6% | +0.9% | -4.5% | -3.7% |
| 3M | -1.9% | -53.2% | +51.3% | 0.0% |
| 6M | -11.0% | -9.9% | -1.1% | -11.9% |
| YTD | +0.2% | +18.5% | -18.3% | -2.2% |
| 1Y | -1.3% | +0.1% | -1.4% | -3.5% |
| 3Y | +35.9% | -78.9% | +114.8% | +37.6% |
| 5Y | +23.1% | -88.0% | +111.1% | +25.7% |
| 10Y | +117.9% | +97.5% | +20.5% | +96.0% |
| All | +183.5% | +70.6% | +112.9% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling