+105.2%
CNH vs SEDG
+80.7%
+24.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +3.0% | -13.3% | +16.3% | +5.2% |
| 30D | -0.6% | -21.9% | +21.3% | +2.8% |
| 3M | +14.6% | -25.9% | +40.5% | +18.8% |
| 6M | +11.8% | -44.2% | +56.0% | +17.3% |
| YTD | +30.4% | -17.3% | +47.8% | +26.2% |
| 1Y | +19.1% | -34.5% | +53.6% | +19.0% |
| 3Y | +30.2% | -66.7% | +96.9% | +26.6% |
| 5Y | -17.8% | -93.4% | +75.6% | 0.0% |
| All | +105.2% | +80.7% | +24.5% | +75.6% |
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 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