+182.7%
COR vs SEDG
-87.3%
+270.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -3.9% | +3.6% | -7.5% | -3.9% |
| 30D | -0.3% | +9.3% | -9.6% | -0.3% |
| 3M | +15.9% | -39.1% | +55.0% | +15.7% |
| 6M | -10.3% | +1.8% | -12.0% | -10.5% |
| YTD | -3.7% | +22.0% | -25.7% | -4.0% |
| 1Y | +9.1% | +17.2% | -8.1% | +8.8% |
| 3Y | +86.6% | -76.3% | +162.9% | +93.9% |
| All | +182.7% | -87.3% | +270.1% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling