+266.3%
CAT vs SOFI
+29.2%
+237.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.7% | -6.4% | +8.1% | +2.6% |
| 30D | -24.6% | +6.8% | -31.4% | -25.2% |
| 3M | -28.5% | -9.5% | -19.0% | -27.9% |
| 6M | -34.8% | +0.1% | -34.9% | -35.2% |
| YTD | +5.9% | -37.9% | +43.8% | +10.4% |
| 1Y | +6.8% | -47.4% | +54.3% | +13.2% |
| 3Y | +161.1% | +134.4% | +26.6% | +134.6% |
| 5Y | +213.4% | -29.2% | +242.6% | +182.1% |
| All | +266.3% | +29.2% | +237.1% | +226.5% |
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