+132.5%
CNP vs SEDG
+118.8%
+13.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.9% |
| 7D | -2.2% | +8.7% | -10.9% | -2.7% |
| 30D | -2.1% | +10.3% | -12.4% | -2.7% |
| 3M | -7.9% | -32.6% | +24.7% | -6.5% |
| 6M | -8.3% | -3.6% | -4.8% | -10.1% |
| YTD | +3.8% | +27.4% | -23.6% | -0.8% |
| 1Y | +5.9% | +24.9% | -19.0% | +0.4% |
| 3Y | +49.3% | -75.3% | +124.6% | +54.6% |
| 5Y | +69.3% | -86.3% | +155.6% | +78.7% |
| All | +132.5% | +118.8% | +13.8% | +89.6% |
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