+17.6%
SEDG vs CAI
-26.7%
+44.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.9% | -5.5% |
| 7D | +1.4% | -2.9% | +4.3% | +1.1% |
| 30D | +8.3% | +9.3% | -1.0% | +9.2% |
| 3M | -40.7% | +35.2% | -75.9% | -38.3% |
| 6M | -3.9% | +30.7% | -34.6% | -0.3% |
| YTD | +20.2% | -9.8% | +30.0% | +18.0% |
| 1Y | +17.6% | -28.9% | +46.5% | +8.6% |
| All | +17.6% | -26.7% | +44.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling