+2,757.7%
CLS vs VXUS
+146.3%
+2,611.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.1% |
| 7D | +4.6% | +1.0% | +3.6% | +3.1% |
| 30D | -13.9% | +2.2% | -16.1% | -16.2% |
| 3M | -26.6% | +3.0% | -29.5% | -28.3% |
| 6M | +15.4% | +10.7% | +4.8% | +2.7% |
| YTD | +5.7% | +17.8% | -12.2% | -13.9% |
| 1Y | +41.1% | +27.6% | +13.5% | +4.1% |
| 3Y | +1,228.6% | +73.3% | +1,155.3% | +573.7% |
| 5Y | +3,240.6% | +54.3% | +3,186.3% | +1,892.9% |
| All | +2,757.7% | +146.3% | +2,611.4% | +930.2% |
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