+42.0%
SOFI vs CDE
+86.1%
-44.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.3% |
| 7D | -4.9% | -3.1% | -1.8% | -4.1% |
| 30D | -3.5% | +9.5% | -12.9% | -6.0% |
| 3M | +3.9% | +25.5% | -21.6% | -3.5% |
| 6M | -6.5% | -7.9% | +1.4% | -6.4% |
| YTD | -33.8% | +15.6% | -49.4% | -39.0% |
| 1Y | -33.3% | +34.0% | -67.3% | -42.3% |
| 3Y | +94.6% | +791.9% | -697.3% | -12.9% |
| 5Y | +13.3% | +197.7% | -184.5% | -36.7% |
| All | +42.0% | +86.1% | -44.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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