+42.0%
SOFI vs CDNS
+111.4%
-69.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -0.5% |
| 7D | -4.9% | -1.1% | -3.8% | -4.2% |
| 30D | -3.5% | -10.4% | +7.0% | +4.3% |
| 3M | +3.9% | -24.6% | +28.5% | +26.5% |
| 6M | -6.5% | -1.6% | -4.9% | -8.1% |
| YTD | -33.8% | -7.4% | -26.4% | -33.2% |
| 1Y | -33.3% | -18.4% | -14.9% | -25.8% |
| 3Y | +94.6% | +19.0% | +75.6% | +51.2% |
| 5Y | +13.3% | +73.4% | -60.1% | -38.4% |
| All | +42.0% | +111.4% | -69.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling