+269.8%
CORZ vs SEDG
-62.4%
+332.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.6% | +8.1% |
| 7D | +1.7% | -8.4% | +10.1% | +3.5% |
| 30D | -17.5% | -14.1% | -3.3% | -15.3% |
| 3M | -39.5% | -12.9% | -26.5% | -38.3% |
| 6M | -44.5% | -33.0% | -11.5% | -41.9% |
| YTD | -12.6% | -4.1% | -8.5% | -14.5% |
| 1Y | -37.0% | -30.9% | -6.1% | -35.8% |
| All | +269.8% | -62.4% | +332.2% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling