+15.4%
SOFI vs CNP
+67.8%
-52.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -3.5% | -2.9% | -0.5% | -2.5% |
| 3M | +3.9% | -7.5% | +11.4% | +6.8% |
| 6M | -6.5% | -7.9% | +1.4% | -4.2% |
| YTD | -33.8% | +3.7% | -37.6% | -36.2% |
| 1Y | -33.3% | +4.6% | -37.9% | -36.1% |
| 3Y | +94.6% | +49.1% | +45.5% | +52.6% |
| All | +15.4% | +67.8% | -52.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling