+49.3%
SOFI vs CNP
+111.9%
-62.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | -0.2% | -1.8% | +1.7% | +0.2% |
| 3M | +6.2% | -4.6% | +10.9% | +7.1% |
| 6M | -2.6% | -8.8% | +6.3% | -0.7% |
| YTD | -30.4% | +5.2% | -35.6% | -32.1% |
| 1Y | -28.2% | +8.3% | -36.5% | -30.7% |
| 3Y | +107.3% | +54.9% | +52.4% | +79.3% |
| 5Y | +20.2% | +73.5% | -53.3% | +12.6% |
| All | +49.3% | +111.9% | -62.5% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling