+3,206.8%
CVNA vs SEDG
+113.4%
+3,093.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.7% |
| 7D | -1.0% | +3.6% | -4.6% | -2.1% |
| 30D | -1.0% | +9.3% | -10.3% | -4.1% |
| 3M | +5.5% | -39.1% | +44.5% | +17.5% |
| 6M | +11.8% | +1.8% | +10.0% | -1.8% |
| YTD | -13.0% | +22.0% | -35.1% | -30.4% |
| 1Y | -2.1% | +17.2% | -19.3% | -23.9% |
| 3Y | +681.6% | -76.3% | +758.0% | +789.3% |
| 5Y | +11.6% | -87.2% | +98.9% | +79.3% |
| All | +3,206.8% | +113.4% | +3,093.4% | +3,244.4% |
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 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