+119.0%
SOFI vs CVE
+74.2%
+44.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -4.9% | +5.9% | -10.8% | -6.5% |
| 30D | +8.4% | -10.9% | +19.3% | +11.5% |
| 3M | -16.3% | -4.5% | -11.8% | -16.4% |
| 6M | +0.7% | -1.0% | +1.7% | -1.8% |
| YTD | -41.1% | +74.7% | -115.8% | -58.7% |
| 1Y | -45.7% | +65.8% | -111.5% | -61.0% |
| 3Y | +119.0% | +73.2% | +45.9% | +42.7% |
| All | +119.0% | +74.2% | +44.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling