+41.1%
SOFI vs CPRT
-3.8%
+44.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +2.7% |
| 7D | -7.0% | -8.4% | +1.4% | 0.0% |
| 30D | -4.3% | +4.6% | -8.9% | -8.8% |
| 3M | +8.4% | -1.9% | +10.4% | +7.2% |
| 6M | -5.9% | -15.3% | +9.4% | +6.0% |
| YTD | -34.3% | -21.5% | -12.8% | -21.3% |
| 1Y | -32.6% | -36.6% | +4.1% | -0.7% |
| 3Y | +101.3% | -31.2% | +132.5% | +161.5% |
| 5Y | +12.6% | -14.1% | +26.7% | +11.6% |
| All | +41.1% | -3.8% | +44.9% | +26.5% |
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