+26.4%
SOFI vs CPRT
-0.4%
+26.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -4.9% | -0.4% | -4.5% | -4.5% |
| 30D | +8.4% | +21.2% | -12.7% | -8.2% |
| 3M | -16.3% | +8.3% | -24.6% | -23.4% |
| 6M | +0.7% | -3.4% | +4.1% | -0.3% |
| YTD | -41.1% | -18.7% | -22.4% | -32.3% |
| 1Y | -45.7% | -23.5% | -22.2% | -33.9% |
| 3Y | +119.0% | -34.2% | +153.2% | +198.1% |
| 5Y | -32.2% | -18.2% | -14.0% | -30.6% |
| All | +26.4% | -0.4% | +26.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling