+41.1%
SOFI vs CPAY
+49.8%
-8.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | -7.0% | -2.7% | -4.4% | -5.2% |
| 30D | -4.3% | +0.6% | -4.9% | -4.7% |
| 3M | +8.4% | +17.0% | -8.6% | -4.4% |
| 6M | -5.9% | +24.1% | -30.0% | -21.1% |
| YTD | -34.3% | +35.7% | -70.0% | -49.8% |
| 1Y | -32.6% | +34.0% | -66.6% | -48.6% |
| 3Y | +101.3% | +50.3% | +51.0% | +41.6% |
| 5Y | +12.6% | +56.7% | -44.1% | -27.7% |
| All | +41.1% | +49.8% | -8.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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