+281.7%
CORZ vs SEDG
-64.8%
+346.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +4.3% |
| 7D | -7.8% | -21.4% | +13.6% | -4.1% |
| 30D | -14.8% | -19.7% | +4.9% | -11.6% |
| 3M | -32.5% | -19.7% | -12.7% | -30.3% |
| 6M | -42.7% | -37.4% | -5.3% | -39.4% |
| YTD | -9.8% | -10.4% | +0.5% | -10.8% |
| 1Y | -31.9% | -43.0% | +11.1% | -28.7% |
| All | +281.7% | -64.8% | +346.5% | +322.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling