+634.0%
CPRT vs SEDG
+70.6%
+563.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +2.2% | +8.9% | -6.7% | +1.4% |
| 30D | +16.6% | +0.9% | +15.8% | +16.4% |
| 3M | +9.6% | -53.2% | +62.8% | +15.7% |
| 6M | -11.1% | -9.9% | -1.3% | -13.5% |
| YTD | -13.9% | +18.5% | -32.4% | -19.2% |
| 1Y | -32.5% | +0.1% | -32.6% | -36.6% |
| 3Y | -25.0% | -78.9% | +53.8% | -21.2% |
| 5Y | -7.4% | -88.0% | +80.7% | +1.1% |
| 10Y | +422.0% | +97.5% | +324.5% | +295.4% |
| All | +634.0% | +70.6% | +563.5% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling