-6.5%
SOFI vs CPNG
-21.1%
+14.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -0.5% |
| 7D | -4.9% | -1.1% | -3.8% | -4.6% |
| 30D | -3.5% | -7.4% | +3.9% | -0.7% |
| 3M | +3.9% | -12.3% | +16.2% | +8.4% |
| 6M | -6.5% | -19.4% | +12.9% | -3.5% |
| All | -6.5% | -21.1% | +14.6% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling