+31.2%
CVS vs SEDG
+81.7%
-50.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.0% |
| 7D | -1.6% | +12.1% | -13.7% | -2.1% |
| 30D | +0.4% | +14.7% | -14.3% | -0.3% |
| 3M | -0.4% | -43.0% | +42.6% | +1.4% |
| 6M | +25.1% | +9.0% | +16.1% | +22.7% |
| YTD | +23.9% | +26.3% | -2.4% | +20.0% |
| 1Y | +41.1% | +8.9% | +32.1% | +36.8% |
| 3Y | +63.6% | -75.5% | +139.1% | +63.8% |
| 5Y | +31.5% | -86.7% | +118.2% | +32.8% |
| 10Y | +40.5% | +110.6% | -70.1% | +11.5% |
| All | +31.2% | +81.7% | -50.5% | +4.7% |
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