+40.0%
CVS vs SEDG
+106.4%
-66.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +5.0% | -0.4% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | -0.1% | +8.3% | -8.4% | -0.5% |
| 3M | -5.2% | -40.7% | +35.4% | -3.7% |
| 6M | +26.9% | -3.9% | +30.8% | +25.3% |
| YTD | +22.1% | +20.2% | +1.9% | +18.7% |
| 1Y | +30.8% | +17.6% | +13.2% | +26.6% |
| 3Y | +54.4% | -76.6% | +131.0% | +54.6% |
| 5Y | +33.4% | -87.1% | +120.4% | +34.4% |
| All | +40.0% | +106.4% | -66.4% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling