+116.0%
CTAS vs SEDG
-93.5%
+209.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +2.0% | -13.3% | +15.3% | +2.5% |
| 30D | +8.7% | -21.9% | +30.5% | +9.6% |
| 3M | +13.3% | -25.9% | +39.2% | +14.3% |
| 6M | +39.4% | -44.2% | +83.6% | +40.5% |
| YTD | +21.5% | -17.3% | +38.8% | +18.4% |
| 1Y | +21.9% | -34.5% | +56.4% | +20.4% |
| 3Y | +73.6% | -66.7% | +140.3% | +76.7% |
| All | +116.0% | -93.5% | +209.5% | +187.0% |
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 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