+105.1%
CTVA vs SEDG
-87.2%
+192.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | +11.3% | +8.3% | +3.0% | +10.5% |
| 3M | +12.3% | -40.7% | +53.0% | +15.4% |
| 6M | +7.2% | -3.9% | +11.1% | +4.7% |
| YTD | +26.0% | +20.2% | +5.8% | +20.0% |
| 1Y | +16.0% | +17.6% | -1.6% | +9.4% |
| 3Y | +73.9% | -76.6% | +150.5% | +78.8% |
| All | +105.1% | -87.2% | +192.3% | +112.6% |
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