+73.5%
SEDG vs CRL
+350.3%
-276.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -13.3% | +0.1% | -13.4% | -13.4% |
| 30D | -21.9% | +11.9% | -33.8% | -26.5% |
| 3M | -25.9% | +20.2% | -46.0% | -33.1% |
| 6M | -44.2% | +107.5% | -151.8% | -64.6% |
| YTD | -17.3% | +69.4% | -86.8% | -43.0% |
| 1Y | -34.5% | +99.7% | -134.2% | -59.2% |
| 3Y | -66.7% | +98.8% | -165.5% | -80.0% |
| 5Y | -93.4% | -12.4% | -81.0% | -93.9% |
| All | +73.5% | +350.3% | -276.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling