-45.7%
SOFI vs CPRT
-22.5%
-23.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | +8.4% | +21.2% | -12.7% | +4.2% |
| 3M | -16.3% | +8.3% | -24.6% | -17.7% |
| 6M | +0.7% | -3.4% | +4.1% | +0.8% |
| YTD | -41.1% | -18.7% | -22.4% | -39.6% |
| 1Y | -45.7% | -23.5% | -22.2% | -47.6% |
| All | -45.7% | -22.5% | -23.2% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling