+31.7%
CVS vs EFX
-31.3%
+62.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | -11.1% | +9.2% | -1.7% |
| 30D | +1.9% | -7.4% | +9.3% | +2.1% |
| 3M | -2.2% | +1.5% | -3.7% | -2.3% |
| 6M | +26.7% | -13.7% | +40.4% | +27.7% |
| YTD | +22.9% | -21.9% | +44.7% | +25.9% |
| All | +31.7% | -31.3% | +62.9% | +34.4% |
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