+33.1%
CVS vs IEFA
+48.7%
-15.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.0% | -2.4% | +0.5% | -1.1% |
| 30D | +1.9% | -2.1% | +4.0% | +2.6% |
| 3M | -2.2% | +5.5% | -7.7% | -4.2% |
| 6M | +26.7% | +8.1% | +18.6% | +22.7% |
| YTD | +22.9% | +11.9% | +11.0% | +17.0% |
| 1Y | +32.9% | +18.1% | +14.8% | +23.8% |
| 3Y | +62.3% | +65.5% | -3.2% | +30.0% |
| All | +33.1% | +48.7% | -15.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling