+34.2%
CVS vs EFV
+94.1%
-59.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.0% | -2.0% | 0.0% | -1.2% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | -2.2% | +9.1% | -11.3% | -5.7% |
| 6M | +26.7% | +11.7% | +15.0% | +20.8% |
| YTD | +22.9% | +17.0% | +5.8% | +14.2% |
| 1Y | +32.9% | +26.7% | +6.2% | +19.1% |
| 3Y | +62.3% | +90.2% | -27.9% | +18.5% |
| 5Y | +34.2% | +96.1% | -61.9% | -4.3% |
| All | +34.2% | +94.1% | -59.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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