-86.8%
SEDG vs CPB
-38.4%
-48.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.7% | +6.5% |
| 7D | +12.1% | -8.2% | +20.4% | +12.1% |
| 30D | +14.7% | -5.6% | +20.3% | +14.7% |
| 3M | -43.0% | +3.0% | -46.0% | -43.1% |
| 6M | +9.0% | -12.7% | +21.8% | +10.5% |
| YTD | +26.3% | -18.0% | +44.3% | +28.5% |
| 1Y | +8.9% | -31.7% | +40.7% | +12.9% |
| 3Y | -75.5% | -41.0% | -34.6% | -74.2% |
| All | -86.8% | -38.4% | -48.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling