+42.0%
SOFI vs CCI
-38.3%
+80.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.4% |
| 7D | -4.9% | -0.3% | -4.7% | -4.8% |
| 30D | -3.5% | +2.2% | -5.7% | -4.4% |
| 3M | +3.9% | -16.9% | +20.8% | +11.8% |
| 6M | -6.5% | -11.5% | +5.0% | -3.0% |
| YTD | -33.8% | -12.8% | -21.0% | -31.3% |
| 1Y | -33.3% | -17.1% | -16.2% | -29.0% |
| 3Y | +94.6% | -9.6% | +104.2% | +85.9% |
| 5Y | +13.3% | -48.9% | +62.2% | +56.1% |
| All | +42.0% | -38.3% | +80.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling