+243.0%
CB vs VXUS
+144.6%
+98.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -2.2% |
| 7D | -1.5% | +0.8% | -2.3% | -2.1% |
| 30D | +6.5% | -1.9% | +8.4% | +7.6% |
| 3M | +4.1% | -4.4% | +8.5% | +6.7% |
| 6M | +14.4% | -2.0% | +16.4% | +14.3% |
| YTD | +17.5% | +11.1% | +6.4% | +6.4% |
| 1Y | +27.5% | +15.1% | +12.5% | +12.4% |
| 3Y | +71.6% | +70.4% | +1.2% | +9.3% |
| 5Y | +100.6% | +47.2% | +53.4% | +43.7% |
| 10Y | +243.0% | +142.3% | +100.7% | +73.0% |
| All | +243.0% | +144.6% | +98.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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