-28.8%
CPRT vs SEDG
-76.7%
+47.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.7% |
| 7D | -0.4% | +3.6% | -4.0% | -0.5% |
| 30D | +8.2% | +9.3% | -1.1% | +8.0% |
| 3M | +2.3% | -39.1% | +41.4% | +2.9% |
| 6M | -14.7% | +1.8% | -16.5% | -15.9% |
| YTD | -18.2% | +22.0% | -40.2% | -20.0% |
| 1Y | -33.4% | +17.2% | -50.6% | -35.1% |
| All | -28.8% | -76.7% | +47.9% | -23.5% |
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