+12.8%
SOFI vs CAI
-9.9%
+22.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.2% |
| 30D | -3.5% | +9.3% | -12.8% | -5.4% |
| 3M | +3.9% | +35.2% | -31.3% | -4.0% |
| 6M | -6.5% | +30.7% | -37.2% | -14.0% |
| YTD | -33.8% | -9.8% | -24.1% | -35.8% |
| 1Y | -33.3% | -28.9% | -4.4% | -34.2% |
| All | +12.8% | -9.9% | +22.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling