+12.6%
SOFI vs CCI
-50.8%
+63.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | -7.0% | -4.4% | -2.6% | -5.3% |
| 30D | -4.3% | +0.3% | -4.6% | -4.5% |
| 3M | +8.4% | -20.0% | +28.4% | +18.4% |
| 6M | -5.9% | -14.5% | +8.6% | -0.9% |
| YTD | -34.3% | -14.9% | -19.4% | -31.1% |
| 1Y | -32.6% | -17.7% | -14.9% | -28.2% |
| 3Y | +101.3% | -12.4% | +113.6% | +94.5% |
| 5Y | +12.6% | -50.1% | +62.7% | +59.4% |
| All | +12.6% | -50.8% | +63.3% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling