+57.5%
CVE vs SEDG
-37.8%
+95.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.7% |
| 7D | -10.0% | -21.4% | +11.4% | -8.8% |
| 30D | -11.9% | -19.7% | +7.9% | -10.8% |
| 3M | -5.9% | -19.7% | +13.8% | -5.0% |
| 6M | -1.6% | -37.4% | +35.8% | -0.9% |
| YTD | +66.3% | -10.4% | +76.6% | +61.0% |
| 1Y | +57.5% | -43.0% | +100.5% | +55.4% |
| All | +57.5% | -37.8% | +95.3% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling