+318.0%
CORZ vs SEDG
-67.0%
+385.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.9% | +7.6% | +0.1% |
| 7D | +26.4% | -7.3% | +33.7% | +27.8% |
| 30D | -6.8% | -25.3% | +18.5% | -2.2% |
| 3M | -31.1% | -24.1% | -7.0% | -28.2% |
| 6M | -36.9% | -39.9% | +3.0% | -32.8% |
| YTD | -1.2% | -15.8% | +14.6% | -1.3% |
| 1Y | -12.5% | -42.9% | +30.3% | -8.3% |
| All | +318.0% | -67.0% | +385.0% | +367.8% |
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