+17.1%
CTSH vs SEDG
+21.1%
-4.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.9% | +7.9% | -0.3% |
| 7D | -4.2% | -7.3% | +3.1% | -3.7% |
| 30D | +3.9% | -25.3% | +29.3% | +6.0% |
| 3M | +10.2% | -24.1% | +34.3% | +11.9% |
| 6M | +35.3% | -39.9% | +75.2% | +36.7% |
| YTD | -21.8% | -15.8% | -6.0% | -25.0% |
| 1Y | -12.1% | -42.9% | +30.7% | -12.6% |
| 3Y | +2.0% | -65.9% | +67.9% | -2.1% |
| 5Y | -15.3% | -93.3% | +78.0% | -4.6% |
| 10Y | +35.7% | +81.9% | -46.2% | -5.1% |
| All | +17.1% | +21.1% | -4.1% | -20.5% |
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 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