-13.9%
CTSH vs SEDG
-76.7%
+62.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.8% |
| 7D | -8.2% | +3.6% | -11.8% | -8.3% |
| 30D | +0.4% | +9.3% | -8.9% | +0.1% |
| 3M | +10.6% | -39.1% | +49.7% | +11.6% |
| 6M | -8.8% | +1.8% | -10.6% | -10.7% |
| YTD | -28.6% | +22.0% | -50.7% | -31.1% |
| 1Y | -15.9% | +17.2% | -33.1% | -19.2% |
| All | -13.9% | -76.7% | +62.9% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling