+1,160.6%
CTAS vs SEDG
+19.0%
+1,141.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | +2.0% | -13.3% | +15.3% | +3.1% |
| 30D | +8.7% | -21.9% | +30.5% | +10.5% |
| 3M | +13.3% | -25.9% | +39.2% | +15.3% |
| 6M | +39.4% | -44.2% | +83.6% | +42.1% |
| YTD | +21.5% | -17.3% | +38.8% | +17.4% |
| 1Y | +21.9% | -34.5% | +56.4% | +20.2% |
| 3Y | +73.6% | -66.7% | +140.3% | +68.8% |
| 5Y | +116.2% | -93.4% | +209.6% | +150.0% |
| 10Y | +818.2% | +78.7% | +739.5% | +625.0% |
| All | +1,160.6% | +19.0% | +1,141.7% | +886.4% |
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 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