+41.3%
COR vs SEDG
-42.2%
+83.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +2.8% |
| 7D | +7.8% | -13.3% | +21.1% | +6.9% |
| 30D | +7.0% | -21.9% | +28.9% | +5.5% |
| 3M | +16.3% | -25.9% | +42.1% | +14.6% |
| 6M | +41.3% | -44.2% | +85.5% | +37.0% |
| All | +41.3% | -42.2% | +83.5% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling