+248.2%
CB vs VXUS
+135.4%
+112.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.2% | -1.8% | +2.0% | +1.3% |
| 30D | +9.1% | -4.6% | +13.6% | +12.2% |
| 3M | +3.4% | -6.1% | +9.5% | +7.2% |
| 6M | +14.1% | -4.9% | +19.0% | +16.2% |
| YTD | +18.0% | +8.1% | +10.0% | +8.8% |
| 1Y | +30.1% | +12.1% | +18.0% | +16.6% |
| 3Y | +71.8% | +63.9% | +7.9% | +12.4% |
| 5Y | +101.8% | +43.1% | +58.7% | +47.2% |
| All | +248.2% | +135.4% | +112.8% | +79.0% |
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