-33.3%
SOFI vs CTSH
-11.6%
-21.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.2% | +0.3% |
| 7D | -4.9% | -3.7% | -1.2% | -4.6% |
| 30D | -3.5% | +3.7% | -7.2% | -3.6% |
| 3M | +3.9% | +17.9% | -14.0% | +3.4% |
| 6M | -6.5% | -2.6% | -3.9% | -1.2% |
| YTD | -33.8% | -26.4% | -7.4% | -25.5% |
| 1Y | -33.3% | -13.0% | -20.2% | -30.1% |
| All | -33.3% | -11.6% | -21.6% | -30.1% |
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