+1,628.1%
CLS vs VXUS
+135.4%
+1,492.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -22.2% | -1.8% | -20.4% | -20.0% |
| 30D | -44.4% | -4.6% | -39.8% | -39.8% |
| 3M | -34.3% | -6.1% | -28.2% | -26.8% |
| 6M | -50.1% | -4.9% | -45.2% | -44.4% |
| YTD | -30.1% | +8.1% | -38.1% | -34.6% |
| 1Y | -39.3% | +12.1% | -51.4% | -45.7% |
| 3Y | +732.7% | +63.9% | +668.8% | +362.9% |
| 5Y | +1,777.2% | +43.1% | +1,734.1% | +1,161.3% |
| All | +1,628.1% | +135.4% | +1,492.7% | +575.5% |
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