+15.0%
SOFI vs CVE
+317.2%
-302.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +0.9% | +2.5% | -1.6% | 0.0% |
| 30D | -0.2% | +16.7% | -16.9% | -5.3% |
| 3M | +6.2% | +9.3% | -3.0% | +2.2% |
| 6M | -2.6% | +43.6% | -46.2% | -16.7% |
| YTD | -30.4% | +93.6% | -124.0% | -47.3% |
| 1Y | -28.2% | +98.8% | -127.0% | -46.5% |
| 3Y | +107.3% | +73.6% | +33.7% | +56.2% |
| All | +15.0% | +317.2% | -302.2% | -48.9% |
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