+38.4%
CP vs SEDG
-65.9%
+104.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +2.1% | -13.3% | +15.5% | +3.0% |
| 30D | +9.3% | -21.9% | +31.2% | +10.7% |
| 3M | +0.5% | -25.9% | +26.3% | +1.8% |
| 6M | +10.4% | -44.2% | +54.7% | +12.2% |
| YTD | +28.7% | -17.3% | +46.0% | +25.9% |
| 1Y | +33.2% | -34.5% | +67.7% | +32.2% |
| 3Y | +38.4% | -66.7% | +105.1% | +35.5% |
| All | +38.4% | -65.9% | +104.4% | +35.5% |
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