+73.2%
CVE vs SEDG
-78.8%
+152.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +2.5% | +8.9% | -6.4% | +1.8% |
| 30D | +16.7% | +0.9% | +15.8% | +16.5% |
| 3M | +9.3% | -53.2% | +62.5% | +15.3% |
| 6M | +43.6% | -9.9% | +53.5% | +40.6% |
| YTD | +93.6% | +18.5% | +75.0% | +83.5% |
| 1Y | +98.8% | +0.1% | +98.6% | +89.1% |
| All | +73.2% | -78.8% | +152.0% | +79.1% |
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