+119.0%
SOFI vs CPRT
-34.3%
+153.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +8.4% | +21.2% | -12.7% | -2.4% |
| 3M | -16.3% | +8.3% | -24.6% | -20.7% |
| 6M | +0.7% | -3.4% | +4.1% | +1.4% |
| YTD | -41.1% | -18.7% | -22.4% | -33.5% |
| 1Y | -45.7% | -23.5% | -22.2% | -35.9% |
| 3Y | +119.0% | -34.2% | +153.2% | +179.8% |
| All | +119.0% | -34.3% | +153.4% | +179.8% |
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