+112.2%
SEDG vs CRL
+249.3%
-137.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.3% |
| 7D | +8.7% | -6.9% | +15.7% | +12.6% |
| 30D | +10.3% | -3.2% | +13.5% | +11.9% |
| 3M | -32.6% | +46.5% | -79.2% | -47.3% |
| 6M | -3.6% | +63.1% | -66.7% | -31.4% |
| YTD | +27.4% | +36.9% | -9.5% | -1.1% |
| 1Y | +24.9% | +78.1% | -53.2% | -18.6% |
| 3Y | -75.3% | +36.7% | -112.0% | -81.7% |
| 5Y | -86.3% | -38.1% | -48.2% | -84.9% |
| All | +112.2% | +249.3% | -137.1% | +5.3% |
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