+30.2%
CNH vs SEDG
-65.9%
+96.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | +3.0% | -13.3% | +16.3% | +4.7% |
| 30D | -0.6% | -21.9% | +21.3% | +2.1% |
| 3M | +14.6% | -25.9% | +40.5% | +17.9% |
| 6M | +11.8% | -44.2% | +56.0% | +16.3% |
| YTD | +30.4% | -17.3% | +47.8% | +27.4% |
| 1Y | +19.1% | -34.5% | +53.6% | +19.3% |
| 3Y | +30.2% | -66.7% | +96.9% | +28.2% |
| All | +30.2% | -65.9% | +96.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling