+41.0%
CVS vs EFA
+144.2%
-103.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -2.0% | -2.4% | +0.4% | -0.6% |
| 30D | +1.9% | -2.2% | +4.2% | +3.2% |
| 3M | -2.2% | +5.7% | -7.9% | -5.5% |
| 6M | +26.7% | +8.2% | +18.6% | +20.2% |
| YTD | +22.9% | +11.8% | +11.1% | +13.7% |
| 1Y | +32.9% | +18.3% | +14.6% | +18.7% |
| 3Y | +62.3% | +64.9% | -2.6% | +15.3% |
| 5Y | +34.2% | +52.4% | -18.2% | -0.1% |
| All | +41.0% | +144.2% | -103.2% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling