+159.8%
CVE vs SEDG
+107.5%
+52.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +1.6% |
| 7D | +0.2% | +12.1% | -11.9% | -1.5% |
| 30D | +17.5% | +14.7% | +2.8% | +14.9% |
| 3M | +16.2% | -43.0% | +59.2% | +23.3% |
| 6M | +47.8% | +9.0% | +38.7% | +38.8% |
| YTD | +98.5% | +26.3% | +72.2% | +80.4% |
| 1Y | +109.8% | +8.9% | +100.8% | +90.8% |
| 3Y | +75.5% | -75.5% | +151.0% | +81.7% |
| 5Y | +341.6% | -86.7% | +428.3% | +383.7% |
| 10Y | +159.8% | +110.6% | +49.2% | +72.3% |
| All | +159.8% | +107.5% | +52.3% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling