+1,607.9%
COHR vs SEDG
+73.0%
+1,534.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +5.3% |
| 7D | +8.3% | +1.4% | +6.9% | +7.9% |
| 30D | -14.1% | +8.3% | -22.4% | -15.9% |
| 3M | -16.0% | -40.7% | +24.6% | -8.3% |
| 6M | +21.5% | -3.9% | +25.4% | +17.8% |
| YTD | +65.4% | +20.2% | +45.2% | +52.8% |
| 1Y | +195.0% | +17.6% | +177.4% | +170.3% |
| 3Y | +830.2% | -76.6% | +906.8% | +921.8% |
| 5Y | +397.1% | -87.1% | +484.2% | +488.9% |
| 10Y | +1,317.7% | +105.5% | +1,212.2% | +930.8% |
| All | +1,607.9% | +73.0% | +1,534.9% | +1,092.6% |
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