+24.5%
CORZ vs SEDG
+4.5%
+20.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.8% |
| 7D | +7.6% | +3.6% | +4.0% | +6.9% |
| 30D | -6.9% | +9.3% | -16.3% | -8.7% |
| 3M | -33.0% | -39.1% | +6.1% | -28.4% |
| 6M | +19.3% | +1.8% | +17.5% | +15.8% |
| YTD | +24.2% | +22.0% | +2.2% | +17.0% |
| 1Y | +24.5% | +17.2% | +7.3% | +22.1% |
| All | +24.5% | +4.5% | +20.0% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling