+41.0%
CVS vs EFX
+41.8%
-0.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | -11.1% | +9.2% | +0.3% |
| 30D | +1.9% | -7.4% | +9.3% | +3.3% |
| 3M | -2.2% | +1.5% | -3.7% | -3.1% |
| 6M | +26.7% | -13.7% | +40.4% | +29.4% |
| YTD | +22.9% | -21.9% | +44.7% | +27.6% |
| 1Y | +32.9% | -30.8% | +63.7% | +41.4% |
| 3Y | +62.3% | -12.4% | +74.7% | +58.1% |
| 5Y | +34.2% | -35.9% | +70.2% | +38.8% |
| All | +41.0% | +41.8% | -0.8% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling