-40.8%
SOFI vs CNI
+37.5%
-78.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.6% |
| 7D | +1.4% | +3.7% | -2.3% | -0.5% |
| 30D | +9.2% | +8.1% | +1.1% | +5.1% |
| 3M | -7.1% | +1.9% | -8.9% | -7.9% |
| 6M | +7.3% | +19.2% | -11.9% | -3.6% |
| YTD | -33.6% | +32.7% | -66.3% | -43.5% |
| 1Y | -40.8% | +37.0% | -77.8% | -51.7% |
| All | -40.8% | +37.5% | -78.4% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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