-17.1%
CTSH vs SEDG
-87.1%
+70.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.7% |
| 7D | -8.2% | +3.6% | -11.8% | -8.4% |
| 30D | +0.4% | +9.3% | -8.9% | -0.1% |
| 3M | +10.6% | -39.1% | +49.7% | +12.4% |
| 6M | -8.8% | +1.8% | -10.6% | -11.4% |
| YTD | -28.6% | +22.0% | -50.7% | -32.0% |
| 1Y | -15.9% | +17.2% | -33.1% | -20.4% |
| 3Y | -13.9% | -76.3% | +62.5% | -10.1% |
| 5Y | -17.1% | -87.2% | +70.1% | -10.8% |
| All | -17.1% | -87.1% | +70.0% | -10.8% |
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 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