+66.4%
CNP vs SEDG
-65.9%
+132.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +1.3% | -13.3% | +14.6% | +1.5% |
| 30D | +3.8% | -21.9% | +25.7% | +4.2% |
| 3M | +2.4% | -25.9% | +28.2% | +2.8% |
| 6M | -1.2% | -44.2% | +43.1% | -0.9% |
| YTD | +9.3% | -17.3% | +26.6% | +8.3% |
| 1Y | +6.4% | -34.5% | +40.9% | +6.0% |
| 3Y | +66.4% | -66.7% | +133.1% | +69.5% |
| All | +66.4% | -65.9% | +132.3% | +69.5% |
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