+1,323.2%
CRS vs SEDG
+106.4%
+1,216.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.1% |
| 30D | -16.1% | +8.3% | -24.4% | -17.5% |
| 3M | -21.2% | -40.7% | +19.5% | -16.3% |
| 6M | +8.7% | -3.9% | +12.6% | +4.2% |
| YTD | +41.0% | +20.2% | +20.8% | +29.0% |
| 1Y | +82.7% | +17.6% | +65.1% | +64.6% |
| 3Y | +604.8% | -76.6% | +681.4% | +663.5% |
| 5Y | +1,384.7% | -87.1% | +1,471.8% | +1,622.6% |
| All | +1,323.2% | +106.4% | +1,216.8% | +830.2% |
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