+219.9%
CTVA vs SEDG
-34.2%
+254.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | -5.8% | +3.6% | -9.4% | -6.1% |
| 30D | +11.1% | +9.3% | +1.8% | +9.9% |
| 3M | +13.2% | -39.1% | +52.3% | +16.9% |
| 6M | +8.7% | +1.8% | +6.9% | +4.8% |
| YTD | +27.3% | +22.0% | +5.2% | +19.4% |
| 1Y | +18.0% | +17.2% | +0.8% | +9.5% |
| 3Y | +76.5% | -76.3% | +152.8% | +82.7% |
| 5Y | +105.1% | -87.2% | +192.3% | +118.1% |
| All | +219.9% | -34.2% | +254.1% | +113.0% |
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