+35.4%
CVS vs EFX
-25.2%
+60.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.4% |
| 7D | +4.0% | -8.6% | +12.6% | +4.1% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +2.7% | +3.8% | -1.2% | +2.6% |
| 6M | +21.9% | -13.5% | +35.4% | +22.7% |
| YTD | +24.7% | -17.7% | +42.4% | +26.8% |
| 1Y | +35.4% | -25.6% | +61.0% | +36.6% |
| All | +35.4% | -25.2% | +60.7% | +36.6% |
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