-40.8%
SOFI vs CRL
+85.3%
-126.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.3% | +10.9% | +5.8% |
| 7D | +1.4% | -12.8% | +14.2% | +5.5% |
| 30D | +9.2% | +5.0% | +4.2% | +7.1% |
| 3M | -7.1% | +39.4% | -46.4% | -16.4% |
| 6M | +7.3% | +89.4% | -82.1% | -13.1% |
| YTD | -33.6% | +63.6% | -97.2% | -44.6% |
| 1Y | -40.8% | +83.5% | -124.3% | -51.2% |
| All | -40.8% | +85.3% | -126.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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