+15.4%
SOFI vs CPRT
-17.3%
+32.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.8% |
| 7D | -4.9% | -11.2% | +6.2% | +4.9% |
| 30D | -3.5% | +3.3% | -6.8% | -7.1% |
| 3M | +3.9% | -3.6% | +7.5% | +4.0% |
| 6M | -6.5% | -15.8% | +9.2% | +5.6% |
| YTD | -33.8% | -23.5% | -10.3% | -18.9% |
| 1Y | -33.3% | -38.8% | +5.5% | +1.8% |
| 3Y | +94.6% | -33.4% | +128.1% | +159.0% |
| All | +15.4% | -17.3% | +32.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling