-40.8%
SOFI vs CTSH
-7.5%
-33.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.6% | +3.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +9.2% | +13.1% | -3.9% | +7.4% |
| 3M | -7.1% | +17.9% | -24.9% | -8.7% |
| 6M | +7.3% | +28.5% | -21.2% | +6.4% |
| YTD | -33.6% | -19.3% | -14.3% | -24.8% |
| 1Y | -40.8% | -7.6% | -33.2% | -40.9% |
| All | -40.8% | -7.5% | -33.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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