+580.6%
CVNA vs SEDG
-77.1%
+657.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.8% |
| 7D | -7.3% | +1.4% | -8.7% | -7.5% |
| 30D | -4.6% | +8.3% | -12.9% | -5.8% |
| 3M | +2.0% | -40.7% | +42.6% | +7.7% |
| 6M | +11.7% | -3.9% | +15.6% | +6.8% |
| YTD | -18.1% | +20.2% | -38.3% | -25.6% |
| 1Y | -2.4% | +17.6% | -20.0% | -12.3% |
| 3Y | +580.6% | -76.6% | +657.2% | +877.8% |
| All | +580.6% | -77.1% | +657.7% | +877.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling