+152.5%
CNH vs SEDG
+118.8%
+33.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.5% |
| 7D | -2.5% | +8.7% | -11.2% | -3.8% |
| 30D | +27.0% | +10.3% | +16.7% | +24.8% |
| 3M | +32.6% | -32.6% | +65.2% | +37.9% |
| 6M | +23.6% | -3.6% | +27.1% | +19.0% |
| YTD | +47.8% | +27.4% | +20.5% | +35.1% |
| 1Y | +21.3% | +24.9% | -3.6% | +8.8% |
| 3Y | +7.0% | -75.3% | +82.3% | +10.4% |
| 5Y | +10.2% | -86.3% | +96.5% | +20.1% |
| All | +152.5% | +118.8% | +33.7% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling