+76.7%
SEDG vs CASY
+550.0%
-473.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -1.0% | -7.9% | -8.6% |
| 7D | -7.3% | +2.5% | -9.8% | -8.0% |
| 30D | -25.3% | +10.2% | -35.5% | -27.8% |
| 3M | -24.1% | -15.7% | -8.4% | -20.5% |
| 6M | -39.9% | -18.4% | -21.5% | -37.8% |
| YTD | -15.8% | +28.3% | -44.1% | -27.9% |
| 1Y | -42.9% | +32.6% | -75.4% | -51.9% |
| 3Y | -65.9% | +159.5% | -225.4% | -79.0% |
| 5Y | -93.3% | +263.9% | -357.2% | -96.5% |
| All | +76.7% | +550.0% | -473.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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