+226.4%
COF vs SEDG
+73.0%
+153.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.4% |
| 30D | -6.0% | +8.3% | -14.3% | -7.1% |
| 3M | +14.8% | -40.7% | +55.5% | +20.1% |
| 6M | +15.3% | -3.9% | +19.2% | +11.4% |
| YTD | -13.0% | +20.2% | -33.3% | -19.1% |
| 1Y | -5.7% | +17.6% | -23.3% | -13.3% |
| 3Y | +118.1% | -76.6% | +194.7% | +127.9% |
| 5Y | +46.2% | -87.1% | +133.3% | +60.3% |
| 10Y | +246.1% | +105.5% | +140.6% | +156.6% |
| All | +226.4% | +73.0% | +153.4% | +137.7% |
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