+186.2%
CNP vs SEDG
+70.6%
+115.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +1.1% | +8.9% | -7.8% | +0.6% |
| 30D | -1.8% | +0.9% | -2.7% | -2.0% |
| 3M | -4.6% | -53.2% | +48.6% | -1.1% |
| 6M | -8.8% | -9.9% | +1.0% | -10.3% |
| YTD | +5.2% | +18.5% | -13.3% | +1.2% |
| 1Y | +8.3% | +0.1% | +8.2% | +4.3% |
| 3Y | +54.9% | -78.9% | +133.8% | +60.8% |
| 5Y | +73.5% | -88.0% | +161.5% | +83.3% |
| 10Y | +139.1% | +97.5% | +41.7% | +93.1% |
| All | +186.2% | +70.6% | +115.6% | +138.9% |
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