+18.7%
CTSH vs SEDG
+118.8%
-100.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.1% |
| 7D | -9.8% | +8.7% | -18.5% | -10.4% |
| 30D | +0.1% | +10.3% | -10.2% | -0.9% |
| 3M | +13.2% | -32.6% | +45.8% | +15.3% |
| 6M | -6.2% | -3.6% | -2.6% | -9.3% |
| YTD | -28.5% | +27.4% | -55.8% | -33.4% |
| 1Y | -13.8% | +24.9% | -38.7% | -20.6% |
| 3Y | -13.7% | -75.3% | +61.6% | -11.5% |
| 5Y | -16.7% | -86.3% | +69.6% | -11.8% |
| All | +18.7% | +118.8% | -100.0% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling