-75.5%
SEDG vs CPB
-40.5%
-35.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.7% | +6.3% |
| 7D | +12.1% | -8.2% | +20.4% | +13.2% |
| 30D | +14.7% | -5.6% | +20.3% | +15.4% |
| 3M | -43.0% | +3.0% | -46.0% | -43.7% |
| 6M | +9.0% | -12.7% | +21.8% | +12.8% |
| YTD | +26.3% | -18.0% | +44.3% | +32.5% |
| 1Y | +8.9% | -31.7% | +40.7% | +22.0% |
| 3Y | -75.5% | -41.0% | -34.6% | -69.7% |
| All | -75.5% | -40.5% | -35.0% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling