-34.5%
SEDG vs CPB
-22.0%
-12.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.0% |
| 7D | -13.3% | -1.6% | -11.7% | -13.7% |
| 30D | -21.9% | +19.2% | -41.1% | -18.3% |
| 3M | -25.9% | -0.9% | -24.9% | -26.1% |
| 6M | -44.2% | +15.2% | -59.5% | -42.0% |
| YTD | -17.3% | -13.1% | -4.3% | -13.4% |
| 1Y | -34.5% | -22.4% | -12.1% | -30.6% |
| All | -34.5% | -22.0% | -12.5% | -30.6% |
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