+94.6%
SOFI vs CPNG
-19.3%
+113.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -0.7% |
| 7D | -4.9% | -1.1% | -3.8% | -4.5% |
| 30D | -3.5% | -7.4% | +3.9% | -0.2% |
| 3M | +3.9% | -12.3% | +16.2% | +9.7% |
| 6M | -6.5% | -19.4% | +12.9% | +0.5% |
| YTD | -33.8% | -35.9% | +2.1% | -21.4% |
| 1Y | -33.3% | -53.4% | +20.1% | -6.7% |
| 3Y | +94.6% | -20.0% | +114.6% | +100.0% |
| All | +94.6% | -19.3% | +113.9% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling