+320.2%
CVE vs SEDG
-87.9%
+408.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +2.5% | +8.9% | -6.4% | +1.6% |
| 30D | +16.7% | +0.9% | +15.8% | +16.4% |
| 3M | +9.3% | -53.2% | +62.5% | +16.9% |
| 6M | +43.6% | -9.9% | +53.5% | +39.8% |
| YTD | +93.6% | +18.5% | +75.0% | +81.1% |
| 1Y | +98.8% | +0.1% | +98.6% | +86.7% |
| 3Y | +73.6% | -78.9% | +152.5% | +86.6% |
| All | +320.2% | -87.9% | +408.0% | +385.5% |
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