+152.5%
CNH vs SEDG
+70.6%
+81.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +3.9% |
| 7D | +23.3% | +8.9% | +14.4% | +21.9% |
| 30D | +33.5% | +0.9% | +32.6% | +33.0% |
| 3M | +32.7% | -53.2% | +86.0% | +45.1% |
| 6M | +22.2% | -9.9% | +32.0% | +18.9% |
| YTD | +57.7% | +18.5% | +39.1% | +46.1% |
| 1Y | +28.0% | +0.1% | +27.9% | +19.1% |
| 3Y | +11.5% | -78.9% | +90.4% | +17.1% |
| 5Y | +11.9% | -88.0% | +99.9% | +23.1% |
| 10Y | +162.8% | +97.5% | +65.3% | +93.0% |
| All | +152.5% | +70.6% | +81.9% | +110.2% |
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 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