-28.7%
SOFI vs CVE
+142.8%
-171.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -3.3% | -16.1% | +12.9% | +1.4% |
| 30D | +3.5% | -10.4% | +13.9% | +6.0% |
| 3M | -10.4% | -2.4% | -8.1% | -11.1% |
| 6M | -0.6% | -4.4% | +3.9% | -1.8% |
| YTD | -38.1% | +64.9% | -103.0% | -50.9% |
| 1Y | -40.3% | +66.0% | -106.3% | -52.9% |
| 3Y | +116.4% | +57.7% | +58.8% | +67.3% |
| All | -28.7% | +142.8% | -171.5% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling