+42.0%
SOFI vs CLBK
+62.6%
-20.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.1% |
| 30D | -4.4% | +6.7% | -11.0% | -7.4% |
| 3M | +5.2% | +21.2% | -15.9% | -4.8% |
| 6M | -7.8% | +42.0% | -49.7% | -22.9% |
| YTD | -33.8% | +63.3% | -97.1% | -48.7% |
| 1Y | -33.3% | +65.4% | -98.7% | -48.8% |
| 3Y | +102.7% | +52.5% | +50.2% | +62.1% |
| 5Y | +10.5% | +42.0% | -31.5% | -4.5% |
| All | +42.0% | +62.6% | -20.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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