+5.6%
CVS vs EFA
+16.9%
-11.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.6% | -15.1% | -12.4% |
| 7D | -11.1% | +2.0% | -13.1% | -10.9% |
| 30D | -7.4% | +1.6% | -9.1% | -7.2% |
| 3M | -22.9% | -1.5% | -21.4% | -22.6% |
| 6M | -1.2% | +6.6% | -7.8% | -1.5% |
| YTD | +3.9% | +11.8% | -8.0% | -0.6% |
| 1Y | +5.6% | +16.9% | -11.3% | -2.0% |
| All | +5.6% | +16.9% | -11.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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