+103.8%
CVE vs SEDG
+38.0%
+65.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -10.1% | -8.4% | -1.6% | -9.1% |
| 30D | -12.1% | -14.1% | +2.0% | -10.5% |
| 3M | -1.9% | -12.9% | +11.0% | -0.8% |
| 6M | -1.8% | -33.0% | +31.2% | -0.3% |
| YTD | +65.8% | -4.1% | +69.9% | +56.0% |
| 1Y | +60.8% | -30.9% | +91.7% | +58.0% |
| 3Y | +70.1% | -60.7% | +130.8% | +59.1% |
| 5Y | +134.8% | -92.1% | +226.9% | +176.5% |
| 10Y | +130.1% | +97.6% | +32.5% | +50.4% |
| All | +103.8% | +38.0% | +65.9% | +34.7% |
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