+118.1%
COF vs SEDG
-77.1%
+195.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.9% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | -6.0% | +8.3% | -14.3% | -6.6% |
| 3M | +14.8% | -40.7% | +55.5% | +17.5% |
| 6M | +15.3% | -3.9% | +19.2% | +13.4% |
| YTD | -13.0% | +20.2% | -33.3% | -16.0% |
| 1Y | -5.7% | +17.6% | -23.3% | -9.4% |
| 3Y | +118.1% | -76.6% | +194.7% | +142.5% |
| All | +118.1% | -77.1% | +195.2% | +142.5% |
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