+61.5%
CSGP vs SEDG
+37.2%
+24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -5.2% |
| 7D | +1.3% | -8.5% | +9.7% | +2.0% |
| 30D | +10.7% | -17.0% | +27.7% | +12.7% |
| 3M | +3.3% | -15.8% | +19.1% | +4.6% |
| 6M | -10.3% | -32.3% | +21.9% | -10.1% |
| YTD | -54.6% | -4.6% | -49.9% | -57.4% |
| 1Y | -54.6% | -29.2% | -25.4% | -56.0% |
| 3Y | -60.3% | -61.7% | +1.3% | -62.8% |
| 5Y | -63.3% | -92.0% | +28.7% | -58.4% |
| 10Y | +66.5% | +100.8% | -34.3% | +20.4% |
| All | +61.5% | +37.2% | +24.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling