-63.1%
CSGP vs SEDG
-93.5%
+30.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.0% |
| 7D | +1.3% | -13.3% | +14.6% | +2.6% |
| 30D | +2.8% | -21.9% | +24.7% | +4.9% |
| 3M | -6.3% | -25.9% | +19.6% | -4.3% |
| 6M | -3.2% | -44.2% | +41.1% | -1.5% |
| YTD | -54.0% | -17.3% | -36.6% | -56.4% |
| 1Y | -54.8% | -34.5% | -20.3% | -56.0% |
| 3Y | -60.6% | -66.7% | +6.1% | -61.5% |
| All | -63.1% | -93.5% | +30.4% | -52.3% |
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