+394.4%
CAT vs SOFI
+44.7%
+349.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -13.3% | +6.2% | -19.5% | -14.1% |
| 6M | +11.6% | -2.6% | +14.2% | +11.2% |
| YTD | +42.9% | -30.4% | +73.4% | +47.4% |
| 1Y | +95.4% | -28.2% | +123.6% | +99.8% |
| 3Y | +196.6% | +107.3% | +89.3% | +167.4% |
| 5Y | +321.7% | +20.2% | +301.5% | +271.6% |
| All | +394.4% | +44.7% | +349.7% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling