+170.6%
CVX vs SEDG
-86.8%
+257.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | +0.7% | +8.7% | -8.0% | +0.3% |
| 30D | +9.1% | +10.3% | -1.2% | +8.5% |
| 3M | +13.1% | -32.6% | +45.7% | +14.4% |
| 6M | +16.3% | -3.6% | +19.8% | +14.1% |
| YTD | +43.5% | +27.4% | +16.1% | +37.7% |
| 1Y | +40.2% | +24.9% | +15.2% | +33.4% |
| 3Y | +44.2% | -75.3% | +119.6% | +48.6% |
| 5Y | +170.6% | -86.3% | +256.9% | +191.3% |
| All | +170.6% | -86.8% | +257.4% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling