-32.7%
SOFI vs CLS
+1,955.9%
-1,988.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.0% | +0.8% |
| 7D | -4.9% | +16.3% | -21.2% | -10.9% |
| 30D | +8.4% | -25.7% | +34.1% | +20.4% |
| 3M | -16.3% | -30.9% | +14.5% | -5.6% |
| 6M | +0.7% | -35.5% | +36.2% | +12.5% |
| YTD | -41.1% | -18.7% | -22.4% | -44.0% |
| 1Y | -45.7% | -17.9% | -27.8% | -49.6% |
| 3Y | +119.0% | +838.1% | -719.1% | -54.2% |
| All | -32.7% | +1,955.9% | -1,988.7% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling