+49.3%
SOFI vs CPRT
+5.5%
+43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +0.9% | +2.2% | -1.3% | -1.0% |
| 30D | -0.2% | +16.6% | -16.8% | -13.2% |
| 3M | +6.2% | +9.6% | -3.3% | -4.6% |
| 6M | -2.6% | -11.1% | +8.6% | +6.0% |
| YTD | -30.4% | -13.9% | -16.5% | -22.9% |
| 1Y | -28.2% | -32.5% | +4.3% | +0.7% |
| 3Y | +107.3% | -25.0% | +132.3% | +151.0% |
| 5Y | +20.2% | -7.4% | +27.6% | +11.8% |
| All | +49.3% | +5.5% | +43.8% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling