+30.8%
CVS vs IEFA
+18.9%
+11.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -2.2% | -1.6% | -0.6% | -2.1% |
| 30D | -0.1% | -1.5% | +1.4% | 0.0% |
| 3M | -5.2% | +3.4% | -8.6% | -5.6% |
| 6M | +26.9% | +9.5% | +17.4% | +25.2% |
| YTD | +22.1% | +13.0% | +9.0% | +17.2% |
| 1Y | +30.8% | +18.0% | +12.8% | +23.0% |
| All | +30.8% | +18.9% | +11.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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