+93.4%
SOFI vs CDNS
+19.3%
+74.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -7.0% | -6.5% | -0.5% | -3.1% |
| 30D | -4.3% | -13.0% | +8.7% | +4.2% |
| 3M | +8.4% | -26.0% | +34.5% | +29.8% |
| 6M | -5.9% | -2.8% | -3.1% | -6.3% |
| YTD | -34.3% | -8.8% | -25.4% | -32.8% |
| 1Y | -32.6% | -15.8% | -16.7% | -27.3% |
| All | +93.4% | +19.3% | +74.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling