+449.3%
CSX vs SEDG
+29.0%
+420.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.7% |
| 7D | +0.7% | -21.4% | +22.1% | +2.6% |
| 30D | +8.1% | -19.7% | +27.8% | +9.8% |
| 3M | +2.2% | -19.7% | +21.9% | +3.5% |
| 6M | +14.6% | -37.4% | +52.0% | +16.2% |
| YTD | +42.2% | -10.4% | +52.6% | +38.0% |
| 1Y | +47.3% | -43.0% | +90.3% | +48.4% |
| 3Y | +73.5% | -63.6% | +137.2% | +68.8% |
| 5Y | +54.1% | -92.5% | +146.6% | +72.9% |
| 10Y | +409.0% | +86.0% | +322.9% | +271.6% |
| All | +449.3% | +29.0% | +420.3% | +333.0% |
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