+24.9%
SEDG vs CASY
+769.9%
-745.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.8% |
| 7D | -21.4% | +5.0% | -26.3% | -22.7% |
| 30D | -19.7% | +8.2% | -27.9% | -22.0% |
| 3M | -19.7% | -18.2% | -1.5% | -15.1% |
| 6M | -37.4% | -18.6% | -18.8% | -35.2% |
| YTD | -10.4% | +26.8% | -37.2% | -22.6% |
| 1Y | -43.0% | +31.6% | -74.6% | -51.7% |
| 3Y | -63.6% | +156.5% | -220.2% | -77.2% |
| 5Y | -92.5% | +258.6% | -351.1% | -95.9% |
| 10Y | +86.0% | +550.3% | -464.2% | -23.3% |
| All | +24.9% | +769.9% | -745.0% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling