+47.6%
SOFI vs CLS
+3,948.7%
-3,901.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -3.4% |
| 7D | +5.6% | +12.8% | -7.1% | +0.2% |
| 30D | -2.0% | +3.8% | -5.8% | -4.3% |
| 3M | +9.2% | -14.6% | +23.8% | +13.1% |
| 6M | -4.7% | +32.2% | -37.0% | -21.6% |
| YTD | -31.2% | +11.6% | -42.8% | -40.7% |
| 1Y | -30.6% | +35.1% | -65.7% | -46.9% |
| 3Y | +110.6% | +1,312.5% | -1,201.9% | -56.5% |
| 5Y | +16.4% | +3,542.1% | -3,525.6% | -85.5% |
| All | +47.6% | +3,948.7% | -3,901.1% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling