+47.6%
SOFI vs CPB
-43.7%
+91.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -0.7% |
| 7D | +5.6% | -8.2% | +13.9% | +3.6% |
| 30D | -2.0% | -5.6% | +3.6% | -3.2% |
| 3M | +9.2% | +3.0% | +6.2% | +10.3% |
| 6M | -4.7% | -12.7% | +8.0% | -8.1% |
| YTD | -31.2% | -18.0% | -13.2% | -34.4% |
| 1Y | -30.6% | -31.7% | +1.1% | -37.0% |
| 3Y | +110.6% | -41.0% | +151.6% | +86.5% |
| 5Y | +16.4% | -38.4% | +54.8% | +14.8% |
| All | +47.6% | -43.7% | +91.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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