+65.2%
SEDG vs CRL
+275.0%
-209.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +2.0% |
| 7D | +8.9% | -1.0% | +9.9% | +9.4% |
| 30D | +0.9% | +10.7% | -9.8% | -4.3% |
| 3M | -53.2% | +55.3% | -108.5% | -64.4% |
| 6M | -9.9% | +60.7% | -70.5% | -35.1% |
| YTD | +18.5% | +44.6% | -26.1% | -10.3% |
| 1Y | +0.1% | +77.7% | -77.6% | -33.9% |
| 3Y | -78.9% | +37.6% | -116.5% | -84.3% |
| 5Y | -88.0% | -35.8% | -52.2% | -87.0% |
| 10Y | +97.5% | +241.7% | -144.3% | -7.7% |
| All | +65.2% | +275.0% | -209.8% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling