+107.7%
CTAS vs SEDG
-87.2%
+194.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.2% | +1.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.4% |
| 30D | -0.7% | +8.3% | -9.0% | -1.2% |
| 3M | +11.1% | -40.7% | +51.7% | +12.9% |
| 6M | +2.1% | -3.9% | +6.0% | +0.2% |
| YTD | +8.0% | +20.2% | -12.2% | +3.9% |
| 1Y | -0.5% | +17.6% | -18.1% | -4.9% |
| 3Y | +66.2% | -76.6% | +142.8% | +84.8% |
| All | +107.7% | -87.2% | +194.9% | +143.6% |
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