+418.4%
CSX vs SEDG
+84.0%
+334.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.9% | +9.9% | +1.7% |
| 7D | +3.1% | -7.3% | +10.4% | +3.6% |
| 30D | +9.7% | -25.3% | +35.0% | +12.0% |
| 3M | +4.9% | -24.1% | +29.1% | +6.6% |
| 6M | +18.4% | -39.9% | +58.3% | +20.3% |
| YTD | +45.9% | -15.8% | +61.7% | +42.3% |
| 1Y | +50.0% | -42.9% | +92.8% | +50.9% |
| 3Y | +78.0% | -65.9% | +143.9% | +74.7% |
| 5Y | +59.2% | -93.3% | +152.5% | +82.8% |
| All | +418.4% | +84.0% | +334.4% | +312.1% |
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