-64.8%
CSGP vs SEDG
-87.9%
+23.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -4.1% | +8.9% | -12.9% | -4.8% |
| 30D | +2.3% | +0.9% | +1.4% | +2.1% |
| 3M | -8.2% | -53.2% | +45.1% | -3.1% |
| 6M | -35.1% | -9.9% | -25.2% | -37.5% |
| YTD | -54.0% | +18.5% | -72.6% | -57.6% |
| 1Y | -65.3% | +0.1% | -65.4% | -67.9% |
| 3Y | -62.6% | -78.9% | +16.3% | -58.1% |
| All | -64.8% | -87.9% | +23.1% | -60.3% |
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