+47.6%
SOFI vs CDNS
+107.5%
-59.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | +1.0% |
| 7D | +5.6% | -9.2% | +14.9% | +13.1% |
| 30D | -2.0% | -16.3% | +14.2% | +11.1% |
| 3M | +9.2% | -27.9% | +37.1% | +37.4% |
| 6M | -4.7% | -4.3% | -0.4% | -4.4% |
| YTD | -31.2% | -9.1% | -22.1% | -29.6% |
| 1Y | -30.6% | -21.2% | -9.4% | -21.0% |
| 3Y | +110.6% | +19.4% | +91.3% | +62.8% |
| 5Y | +16.4% | +71.6% | -55.2% | -36.3% |
| All | +47.6% | +107.5% | -59.9% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling