+138.0%
CVE vs SEDG
+70.6%
+67.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +2.5% | +8.9% | -6.4% | +1.3% |
| 30D | +16.7% | +0.9% | +15.8% | +16.3% |
| 3M | +9.3% | -53.2% | +62.5% | +19.2% |
| 6M | +43.6% | -9.9% | +53.5% | +38.8% |
| YTD | +93.6% | +18.5% | +75.0% | +77.8% |
| 1Y | +98.8% | +0.1% | +98.6% | +83.3% |
| 3Y | +73.6% | -78.9% | +152.5% | +82.5% |
| 5Y | +312.5% | -88.0% | +400.5% | +354.4% |
| 10Y | +161.0% | +97.5% | +63.6% | +71.2% |
| All | +138.0% | +70.6% | +67.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling