+102.4%
SOFI vs CPRT
-27.3%
+129.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | +0.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.3% |
| 30D | -2.0% | +9.9% | -11.9% | -7.7% |
| 3M | +9.2% | +5.6% | +3.5% | +4.2% |
| 6M | -4.7% | -13.6% | +8.9% | +4.9% |
| YTD | -31.2% | -16.7% | -14.5% | -22.7% |
| 1Y | -30.6% | -33.1% | +2.5% | -7.1% |
| All | +102.4% | -27.3% | +129.7% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling