+67.8%
CSX vs SEDG
-87.9%
+155.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -3.4% | +8.9% | -12.3% | -3.8% |
| 30D | -3.1% | +0.9% | -4.0% | -3.2% |
| 3M | +7.2% | -53.2% | +60.4% | +11.0% |
| 6M | +16.2% | -9.9% | +26.0% | +14.7% |
| YTD | +37.5% | +18.5% | +19.0% | +33.2% |
| 1Y | +53.2% | +0.1% | +53.1% | +48.6% |
| 3Y | +68.2% | -78.9% | +147.1% | +79.9% |
| All | +67.8% | -87.9% | +155.7% | +86.4% |
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