+0.1%
SEDG vs CPB
-32.6%
+32.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +0.5% |
| 7D | +8.9% | -8.6% | +17.5% | +6.9% |
| 30D | +0.9% | -7.2% | +8.1% | -0.7% |
| 3M | -53.2% | +0.9% | -54.1% | -52.8% |
| 6M | -9.9% | -11.8% | +2.0% | -7.6% |
| YTD | +18.5% | -19.4% | +38.0% | +21.9% |
| 1Y | +0.1% | -30.4% | +30.5% | +5.9% |
| All | +0.1% | -32.6% | +32.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling