-87.2%
SEDG vs CRL
-37.6%
-49.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | +3.6% | -4.6% | +8.2% | +5.9% |
| 30D | +9.3% | +0.5% | +8.8% | +8.9% |
| 3M | -39.1% | +46.6% | -85.7% | -52.0% |
| 6M | +1.8% | +57.3% | -55.5% | -25.7% |
| YTD | +22.0% | +39.5% | -17.5% | -5.2% |
| 1Y | +17.2% | +76.9% | -59.7% | -23.0% |
| 3Y | -76.3% | +39.4% | -115.7% | -82.5% |
| 5Y | -87.2% | -37.2% | -50.1% | -86.8% |
| All | -87.2% | -37.6% | -49.6% | -86.8% |
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