+12.6%
SOFI vs CRL
-38.6%
+51.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | -7.0% | -6.9% | -0.1% | -3.9% |
| 30D | -4.3% | -3.2% | -1.1% | -2.7% |
| 3M | +8.4% | +46.5% | -38.1% | -10.1% |
| 6M | -5.9% | +63.1% | -69.0% | -26.7% |
| YTD | -34.3% | +36.9% | -71.1% | -44.7% |
| 1Y | -32.6% | +78.1% | -110.7% | -51.1% |
| 3Y | +101.3% | +36.7% | +64.6% | +58.0% |
| 5Y | +12.6% | -38.1% | +50.7% | +23.3% |
| All | +12.6% | -38.6% | +51.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling