-28.2%
SOFI vs CLS
+47.9%
-76.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +0.9% | +4.6% | -3.7% | -0.4% |
| 30D | -0.2% | -13.9% | +13.7% | +2.9% |
| 3M | +6.2% | -26.6% | +32.8% | +12.5% |
| 6M | -2.6% | +15.4% | -18.0% | -9.4% |
| YTD | -30.4% | +5.7% | -36.1% | -34.9% |
| 1Y | -28.2% | +41.1% | -69.3% | -35.3% |
| All | -28.2% | +47.9% | -76.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling