+100.2%
SEDG vs CGNX
+193.6%
-93.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.7% | -7.9% |
| 7D | +1.4% | +3.2% | -1.8% | -0.6% |
| 30D | +8.3% | +6.0% | +2.3% | +4.2% |
| 3M | -40.7% | +3.5% | -44.2% | -41.5% |
| 6M | -3.9% | +26.3% | -30.2% | -15.3% |
| YTD | +20.2% | +79.2% | -59.0% | -18.7% |
| 1Y | +17.6% | +43.8% | -26.2% | -9.5% |
| 3Y | -76.6% | +52.0% | -128.6% | -83.4% |
| 5Y | -87.1% | -24.0% | -63.0% | -86.8% |
| All | +100.2% | +193.6% | -93.4% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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