+94.8%
CNC vs SEDG
+73.0%
+21.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.9% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.0% | +8.3% | -9.3% | -1.7% |
| 3M | +4.5% | -40.7% | +45.2% | +7.3% |
| 6M | +85.2% | -3.9% | +89.1% | +80.5% |
| YTD | +61.4% | +20.2% | +41.2% | +52.7% |
| 1Y | +94.9% | +17.6% | +77.3% | +82.3% |
| 3Y | 0.0% | -76.6% | +76.6% | +1.7% |
| 5Y | +11.2% | -87.1% | +98.3% | +15.9% |
| 10Y | +98.7% | +105.5% | -6.7% | +28.2% |
| All | +94.8% | +73.0% | +21.8% | +18.4% |
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