+245.6%
CRH vs SEDG
+106.4%
+139.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.6% |
| 7D | -6.1% | +1.4% | -7.5% | -6.3% |
| 30D | -9.3% | +8.3% | -17.6% | -10.2% |
| 3M | -15.2% | -40.7% | +25.5% | -11.8% |
| 6M | -14.2% | -3.9% | -10.3% | -16.9% |
| YTD | -28.3% | +20.2% | -48.5% | -32.8% |
| 1Y | -21.8% | +17.6% | -39.4% | -27.7% |
| 3Y | +71.6% | -76.6% | +148.2% | +77.8% |
| 5Y | +96.6% | -87.1% | +183.7% | +112.1% |
| All | +245.6% | +106.4% | +139.2% | +170.7% |
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