+5.6%
CVS vs EFX
-7.5%
+13.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.4% | -14.9% | -12.6% |
| 7D | -11.1% | +9.2% | -20.3% | -11.7% |
| 30D | -7.4% | +34.8% | -42.2% | -9.1% |
| 3M | -22.9% | +8.8% | -31.7% | -23.8% |
| 6M | -1.2% | +12.3% | -13.5% | -2.4% |
| YTD | +3.9% | -10.6% | +14.5% | +5.6% |
| 1Y | +5.6% | -6.7% | +12.3% | +5.9% |
| All | +5.6% | -7.5% | +13.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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