+1,014.6%
CTAS vs SEDG
+81.7%
+932.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.5% |
| 7D | 0.0% | +12.1% | -12.2% | -1.0% |
| 30D | -1.0% | +14.7% | -15.7% | -2.2% |
| 3M | +15.8% | -43.0% | +58.8% | +19.6% |
| 6M | -1.0% | +9.0% | -10.0% | -5.0% |
| YTD | +7.4% | +26.3% | -18.9% | +0.8% |
| 1Y | -0.1% | +8.9% | -9.1% | -6.2% |
| 3Y | +66.3% | -75.5% | +141.8% | +72.3% |
| 5Y | +111.0% | -86.7% | +197.7% | +127.6% |
| 10Y | +662.9% | +110.6% | +552.3% | +493.2% |
| All | +1,014.6% | +81.7% | +932.9% | +747.1% |
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