+213.4%
CAT vs SOFI
-32.2%
+245.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.7% | -6.4% | +8.1% | +2.8% |
| 30D | -24.6% | +6.8% | -31.4% | -25.5% |
| 3M | -28.5% | -9.5% | -19.0% | -27.7% |
| 6M | -34.8% | +0.1% | -34.9% | -35.3% |
| YTD | +5.9% | -37.9% | +43.8% | +11.9% |
| 1Y | +6.8% | -47.4% | +54.3% | +15.3% |
| 3Y | +161.1% | +134.4% | +26.6% | +124.0% |
| 5Y | +213.4% | -29.2% | +242.6% | +167.1% |
| All | +213.4% | -32.2% | +245.6% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI 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 SOFI 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