+116.4%
SEDG vs CAI
-11.0%
+127.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +8.7% | -5.1% | +13.8% | +8.5% |
| 30D | +10.3% | +3.9% | +6.4% | +10.3% |
| 3M | -32.6% | +40.1% | -72.7% | -31.4% |
| 6M | -3.6% | +29.7% | -33.2% | -2.2% |
| YTD | +27.4% | -10.9% | +38.3% | +29.7% |
| 1Y | +24.9% | -28.0% | +52.9% | +29.4% |
| All | +116.4% | -11.0% | +127.4% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling