+85.0%
COR vs SEDG
-65.9%
+150.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +2.9% |
| 7D | +7.8% | -13.3% | +21.1% | +7.6% |
| 30D | +7.0% | -21.9% | +28.9% | +6.6% |
| 3M | +16.3% | -25.9% | +42.1% | +15.7% |
| 6M | +41.3% | -44.2% | +85.5% | +39.9% |
| YTD | +7.1% | -17.3% | +24.5% | +7.0% |
| 1Y | -0.8% | -34.5% | +33.7% | -1.2% |
| 3Y | +85.0% | -66.7% | +151.7% | +88.9% |
| All | +85.0% | -65.9% | +150.9% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling