+21.5%
COHR vs SEDG
-4.7%
+26.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +5.5% |
| 7D | +8.3% | +1.4% | +6.9% | +7.8% |
| 30D | -14.1% | +8.3% | -22.4% | -16.2% |
| 3M | -16.0% | -40.7% | +24.6% | -6.4% |
| 6M | +21.5% | -3.9% | +25.4% | +29.8% |
| All | +21.5% | -4.7% | +26.2% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling