-31.5%
SEDG vs CLBK
+66.9%
-98.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.8% |
| 7D | +12.1% | +1.1% | +11.0% | +11.5% |
| 30D | +14.7% | +7.8% | +6.9% | +10.3% |
| 3M | -43.0% | +23.9% | -66.9% | -49.3% |
| 6M | +9.0% | +42.3% | -33.3% | -9.9% |
| YTD | +26.3% | +65.4% | -39.1% | -3.3% |
| 1Y | +8.9% | +70.3% | -61.4% | -18.2% |
| 3Y | -75.5% | +54.5% | -130.0% | -80.8% |
| 5Y | -86.7% | +43.1% | -129.8% | -90.3% |
| All | -31.5% | +66.9% | -98.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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