+62.6%
CSGP vs SEDG
+94.7%
-32.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.5% |
| 7D | -7.1% | -11.2% | +4.1% | -6.0% |
| 30D | +3.6% | -15.3% | +18.9% | +5.3% |
| 3M | -2.7% | -19.9% | +17.2% | -0.9% |
| 6M | -8.0% | -36.2% | +28.1% | -7.2% |
| YTD | -55.0% | -7.6% | -47.4% | -57.8% |
| 1Y | -55.8% | -40.3% | -15.4% | -56.2% |
| 3Y | -62.0% | -62.5% | +0.5% | -64.3% |
| 5Y | -62.9% | -92.6% | +29.6% | -56.7% |
| 10Y | +62.6% | +99.8% | -37.2% | +15.4% |
| All | +62.6% | +94.7% | -32.1% | +15.4% |
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