+206.3%
COP vs SEDG
+70.6%
+135.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +3.0% | +8.9% | -5.9% | +2.1% |
| 30D | +17.5% | +0.9% | +16.6% | +17.1% |
| 3M | +13.4% | -53.2% | +66.6% | +20.8% |
| 6M | +17.7% | -9.9% | +27.6% | +14.3% |
| YTD | +46.6% | +18.5% | +28.0% | +36.8% |
| 1Y | +44.6% | +0.1% | +44.5% | +35.4% |
| 3Y | +20.7% | -78.9% | +99.6% | +26.4% |
| 5Y | +185.0% | -88.0% | +273.1% | +208.4% |
| 10Y | +347.0% | +97.5% | +249.5% | +197.5% |
| All | +206.3% | +70.6% | +135.8% | +106.7% |
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