+15.4%
SOFI vs CLS
+3,833.6%
-3,818.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -5.9% | -2.1% |
| 7D | -4.9% | +10.9% | -15.9% | -9.2% |
| 30D | -3.5% | +2.1% | -5.5% | -5.0% |
| 3M | +3.9% | -10.2% | +14.1% | +5.4% |
| 6M | -6.5% | +30.4% | -36.9% | -23.1% |
| YTD | -33.8% | +17.2% | -51.1% | -44.7% |
| 1Y | -33.3% | +41.0% | -74.3% | -50.6% |
| 3Y | +94.6% | +1,338.0% | -1,243.4% | -66.1% |
| All | +15.4% | +3,833.6% | -3,818.2% | -90.0% |
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