+135.5%
CVE vs SEDG
-92.0%
+227.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.1% |
| 7D | -16.1% | -8.5% | -7.7% | -15.4% |
| 30D | -10.4% | -17.0% | +6.7% | -8.8% |
| 3M | -2.4% | -15.8% | +13.4% | -1.2% |
| 6M | -4.4% | -32.3% | +27.8% | -3.5% |
| YTD | +64.9% | -4.6% | +69.6% | +57.3% |
| 1Y | +66.0% | -29.2% | +95.3% | +63.3% |
| 3Y | +57.7% | -61.7% | +119.3% | +51.4% |
| All | +135.5% | -92.0% | +227.6% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling