+42.0%
SOFI vs CNP
+108.9%
-66.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | -3.5% | -2.9% | -0.5% | -2.8% |
| 3M | +3.9% | -7.5% | +11.4% | +5.7% |
| 6M | -6.5% | -7.9% | +1.4% | -5.1% |
| YTD | -33.8% | +3.7% | -37.6% | -35.3% |
| 1Y | -33.3% | +4.6% | -37.9% | -35.0% |
| 3Y | +94.6% | +49.1% | +45.5% | +69.7% |
| 5Y | +13.3% | +69.2% | -55.9% | +5.7% |
| All | +42.0% | +108.9% | -66.9% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling