+57.7%
CVE vs SEDG
-63.6%
+121.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.0% |
| 7D | -16.1% | -8.5% | -7.7% | -15.5% |
| 30D | -10.4% | -17.0% | +6.7% | -9.1% |
| 3M | -2.4% | -15.8% | +13.4% | -1.4% |
| 6M | -4.4% | -32.3% | +27.8% | -3.7% |
| YTD | +64.9% | -4.6% | +69.6% | +58.6% |
| 1Y | +66.0% | -29.2% | +95.3% | +63.7% |
| 3Y | +57.7% | -61.7% | +119.3% | +45.9% |
| All | +57.7% | -63.6% | +121.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling