-33.3%
SOFI vs CCI
-15.7%
-17.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.4% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -3.5% | +2.2% | -5.7% | -3.7% |
| 3M | +3.9% | -16.9% | +20.8% | +7.9% |
| 6M | -6.5% | -11.5% | +5.0% | -5.2% |
| YTD | -33.8% | -12.8% | -21.0% | -32.9% |
| 1Y | -33.3% | -17.1% | -16.2% | -31.5% |
| All | -33.3% | -15.7% | -17.5% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling