+395.9%
CVS vs EFV
+256.4%
+139.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.6% | +1.0% | -2.5% | -2.1% |
| 30D | +0.4% | +0.2% | +0.2% | +0.3% |
| 3M | -0.4% | +9.6% | -10.0% | -5.3% |
| 6M | +25.1% | +14.0% | +11.1% | +16.2% |
| YTD | +23.9% | +18.5% | +5.4% | +12.3% |
| 1Y | +41.1% | +27.9% | +13.2% | +22.7% |
| 3Y | +63.6% | +92.4% | -28.8% | +12.8% |
| 5Y | +31.5% | +97.2% | -65.6% | -11.4% |
| 10Y | +40.5% | +163.0% | -122.5% | -19.5% |
| All | +395.9% | +256.4% | +139.6% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling