+12.6%
SOFI vs CCL
-2.4%
+15.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -7.0% | -4.3% | -2.7% | -4.7% |
| 30D | -4.3% | -19.0% | +14.7% | +7.4% |
| 3M | +8.4% | -13.1% | +21.5% | +16.8% |
| 6M | -5.9% | -13.3% | +7.4% | 0.0% |
| YTD | -34.3% | -25.2% | -9.0% | -25.3% |
| 1Y | -32.6% | -27.2% | -5.4% | -23.3% |
| 3Y | +101.3% | +49.2% | +52.1% | +49.5% |
| 5Y | +12.6% | +0.4% | +12.2% | -3.5% |
| All | +12.6% | -2.4% | +15.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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