-92.6%
SEDG vs CRL
-12.5%
-80.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.6% |
| 7D | -11.2% | +5.0% | -16.2% | -13.1% |
| 30D | -15.3% | +13.5% | -28.8% | -20.7% |
| 3M | -19.9% | +21.5% | -41.5% | -27.8% |
| 6M | -36.2% | +103.4% | -139.6% | -58.6% |
| YTD | -7.6% | +71.8% | -79.3% | -35.9% |
| 1Y | -40.3% | +97.5% | -137.9% | -62.2% |
| 3Y | -62.5% | +99.2% | -161.8% | -77.4% |
| All | -92.6% | -12.5% | -80.1% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling