-11.1%
SOFI vs CPNG
-76.9%
+65.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -7.0% | -5.4% | -1.6% | -4.8% |
| 30D | -4.3% | -11.1% | +6.8% | +0.6% |
| 3M | +8.4% | -3.0% | +11.4% | +9.2% |
| 6M | -5.9% | -23.5% | +17.6% | +3.5% |
| YTD | -34.3% | -37.8% | +3.5% | -21.6% |
| 1Y | -32.6% | -54.3% | +21.8% | -7.8% |
| 3Y | +101.3% | -20.8% | +122.1% | +110.4% |
| 5Y | +12.6% | -51.1% | +63.6% | +25.4% |
| All | -11.1% | -76.9% | +65.8% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling