+24.9%
SEDG vs CPB
-33.6%
+58.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +3.4% |
| 7D | +8.7% | -5.4% | +14.1% | +7.4% |
| 30D | +10.3% | -7.8% | +18.2% | +8.5% |
| 3M | -32.6% | -6.9% | -25.7% | -32.8% |
| 6M | -3.6% | -12.2% | +8.6% | -1.5% |
| YTD | +27.4% | -21.1% | +48.5% | +30.3% |
| 1Y | +24.9% | -33.5% | +58.4% | +31.6% |
| All | +24.9% | -33.6% | +58.5% | +31.6% |
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