+47.6%
SOFI vs CCI
-38.0%
+85.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +5.6% | +0.2% | +5.5% | +5.6% |
| 30D | -2.0% | +0.5% | -2.5% | -2.3% |
| 3M | +9.2% | -16.3% | +25.4% | +17.0% |
| 6M | -4.7% | -13.9% | +9.2% | +0.3% |
| YTD | -31.2% | -12.4% | -18.8% | -28.7% |
| 1Y | -30.6% | -15.2% | -15.4% | -27.0% |
| 3Y | +110.6% | -9.9% | +120.5% | +101.8% |
| 5Y | +16.4% | -50.8% | +67.3% | +64.1% |
| All | +47.6% | -38.0% | +85.7% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling