+3.5%
COR vs SEDG
-5.0%
+8.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.7% | +12.7% | +3.7% |
| 7D | +9.1% | +1.8% | +7.3% | +9.2% |
| 30D | +12.4% | -12.7% | +25.1% | +12.0% |
| 3M | +15.8% | -38.4% | +54.2% | +14.5% |
| 6M | +17.1% | -27.7% | +44.8% | +14.6% |
| YTD | +5.4% | +4.1% | +1.4% | +3.2% |
| 1Y | +3.5% | -5.7% | +9.2% | +1.4% |
| All | +3.5% | -5.0% | +8.5% | +1.4% |
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