+1,350.3%
CRS vs SEDG
-87.2%
+1,437.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.5% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | -16.1% | +8.3% | -24.4% | -17.1% |
| 3M | -21.2% | -40.7% | +19.5% | -17.5% |
| 6M | +8.7% | -3.9% | +12.6% | +5.6% |
| YTD | +41.0% | +20.2% | +20.8% | +32.3% |
| 1Y | +82.7% | +17.6% | +65.1% | +69.8% |
| 3Y | +604.8% | -76.6% | +681.4% | +720.6% |
| All | +1,350.3% | -87.2% | +1,437.4% | +1,711.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling