+14.4%
CRM vs SOFI
+37.6%
-23.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.6% |
| 30D | +28.1% | -3.5% | +31.6% | +28.8% |
| 3M | +48.8% | +3.9% | +44.9% | +46.8% |
| 6M | +28.3% | -6.5% | +34.8% | +28.3% |
| YTD | -6.0% | -33.8% | +27.8% | -0.3% |
| 1Y | +1.4% | -33.3% | +34.7% | +6.3% |
| 3Y | +11.8% | +94.6% | -82.8% | -8.0% |
| 5Y | -2.0% | +13.3% | -15.3% | -21.0% |
| All | +14.4% | +37.6% | -23.2% | -7.9% |
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