-60.3%
CSGP vs SEDG
-63.6%
+3.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -4.9% |
| 7D | +1.3% | -8.5% | +9.7% | +1.6% |
| 30D | +10.7% | -17.0% | +27.7% | +11.6% |
| 3M | +3.3% | -15.8% | +19.1% | +3.9% |
| 6M | -10.3% | -32.3% | +21.9% | -10.8% |
| YTD | -54.6% | -4.6% | -49.9% | -56.6% |
| 1Y | -54.6% | -29.2% | -25.4% | -55.8% |
| 3Y | -60.3% | -61.7% | +1.3% | -63.6% |
| All | -60.3% | -63.6% | +3.3% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling