+159.5%
CVE vs SEDG
-93.5%
+253.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +5.9% | -13.3% | +19.2% | +7.4% |
| 30D | -10.9% | -21.9% | +11.0% | -8.8% |
| 3M | -4.5% | -25.9% | +21.4% | -2.1% |
| 6M | -1.0% | -44.2% | +43.3% | +2.1% |
| YTD | +74.7% | -17.3% | +92.1% | +69.0% |
| 1Y | +65.8% | -34.5% | +100.3% | +64.4% |
| 3Y | +73.2% | -66.7% | +139.9% | +68.6% |
| All | +159.5% | -93.5% | +253.0% | +249.4% |
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 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