+26.1%
COHR vs SEDG
-14.2%
+40.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -12.7% | -0.3% | -9.3% |
| 7D | -28.4% | -14.2% | -14.2% | -25.0% |
| 30D | -49.8% | -23.0% | -26.8% | -45.9% |
| 3M | -48.3% | -22.7% | -25.6% | -45.1% |
| 6M | -49.4% | -41.3% | -8.1% | -42.5% |
| YTD | -8.0% | -9.2% | +1.2% | -12.2% |
| 1Y | +26.1% | -36.1% | +62.2% | +36.1% |
| All | +26.1% | -14.2% | +40.2% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling