+14.4%
CTSH vs SEDG
+70.6%
-56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.7% |
| 7D | -2.7% | +8.9% | -11.6% | -3.4% |
| 30D | +12.4% | +0.9% | +11.5% | +12.1% |
| 3M | +17.4% | -53.2% | +70.6% | +23.5% |
| 6M | -3.1% | -9.9% | +6.8% | -5.8% |
| YTD | -23.6% | +18.5% | -42.1% | -28.3% |
| 1Y | -10.8% | +0.1% | -10.9% | -16.1% |
| 3Y | -8.3% | -78.9% | +70.6% | -5.1% |
| 5Y | -11.3% | -88.0% | +76.7% | -5.6% |
| 10Y | +22.6% | +97.5% | -74.8% | -14.0% |
| All | +14.4% | +70.6% | -56.1% | -24.0% |
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