+296.1%
COR vs SEDG
+81.7%
+214.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.1% |
| 7D | -1.9% | +12.1% | -14.0% | -2.2% |
| 30D | +1.5% | +14.7% | -13.2% | +1.1% |
| 3M | +18.7% | -43.0% | +61.7% | +20.0% |
| 6M | -9.0% | +9.0% | -18.1% | -10.4% |
| YTD | -3.3% | +26.3% | -29.6% | -5.5% |
| 1Y | +9.8% | +8.9% | +0.9% | +7.4% |
| 3Y | +87.4% | -75.5% | +162.9% | +92.4% |
| 5Y | +180.5% | -86.7% | +267.2% | +191.7% |
| 10Y | +398.1% | +110.6% | +287.6% | +310.5% |
| All | +296.1% | +81.7% | +214.4% | +227.3% |
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 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