+42.0%
SOFI vs CNQ
+442.8%
-400.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | -3.5% | +6.2% | -9.7% | -5.6% |
| 3M | +3.9% | +12.4% | -8.5% | -1.1% |
| 6M | -6.5% | +9.0% | -15.6% | -11.3% |
| YTD | -33.8% | +52.2% | -86.1% | -45.6% |
| 1Y | -33.3% | +65.0% | -98.3% | -47.2% |
| 3Y | +94.6% | +78.8% | +15.8% | +47.0% |
| 5Y | +13.3% | +286.0% | -272.7% | -36.5% |
| All | +42.0% | +442.8% | -400.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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