+68.6%
CSX vs SEDG
-63.6%
+132.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -3.6% |
| 7D | -5.5% | -8.5% | +2.9% | -5.3% |
| 30D | +4.9% | -17.0% | +22.0% | +5.6% |
| 3M | -2.9% | -15.8% | +12.9% | -2.5% |
| 6M | +8.3% | -32.3% | +40.6% | +8.7% |
| YTD | +36.7% | -4.6% | +41.4% | +34.7% |
| 1Y | +41.5% | -29.2% | +70.7% | +40.7% |
| 3Y | +68.6% | -61.7% | +130.3% | +66.3% |
| All | +68.6% | -63.6% | +132.2% | +66.3% |
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 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