+246.7%
CB vs VXUS
+140.9%
+105.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.0% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | +8.2% | -2.5% | +10.7% | +9.8% |
| 3M | +6.3% | -4.6% | +10.9% | +9.1% |
| 6M | +16.2% | -2.6% | +18.8% | +16.6% |
| YTD | +19.3% | +10.4% | +9.0% | +8.5% |
| 1Y | +29.2% | +12.9% | +16.4% | +15.4% |
| 3Y | +71.4% | +68.4% | +3.1% | +10.1% |
| 5Y | +104.2% | +47.7% | +56.6% | +45.5% |
| 10Y | +246.7% | +142.2% | +104.4% | +75.0% |
| All | +246.7% | +140.9% | +105.7% | +75.0% |
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