-69.3%
CPNG vs SEDG
-88.0%
+18.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +3.9% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -7.4% | +8.3% | -15.7% | -8.8% |
| 3M | -12.3% | -40.7% | +28.3% | -7.2% |
| 6M | -19.4% | -3.9% | -15.5% | -22.5% |
| YTD | -35.9% | +20.2% | -56.1% | -41.1% |
| 1Y | -53.4% | +17.6% | -71.0% | -58.1% |
| 3Y | -20.0% | -76.6% | +56.6% | -4.8% |
| 5Y | -49.6% | -87.1% | +37.5% | -34.1% |
| All | -69.3% | -88.0% | +18.7% | -61.2% |
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