-40.8%
SOFI vs CNC
+122.0%
-162.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -9.0% | +2.7% |
| 7D | +1.4% | +13.4% | -12.0% | +0.5% |
| 30D | +9.2% | +18.2% | -9.0% | +7.9% |
| 3M | -7.1% | +18.6% | -25.7% | -8.1% |
| 6M | +7.3% | +41.9% | -34.6% | +6.5% |
| YTD | -33.6% | +84.7% | -118.3% | -36.1% |
| 1Y | -40.8% | +110.5% | -151.3% | -44.2% |
| All | -40.8% | +122.0% | -162.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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