+19.6%
CME vs VXUS
+16.4%
+3.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +2.0% |
| 7D | +4.8% | +0.2% | +4.7% | +4.9% |
| 30D | +14.2% | -2.3% | +16.5% | +13.4% |
| 3M | +17.9% | -2.8% | +20.7% | +17.1% |
| 6M | +7.2% | +2.6% | +4.6% | +7.9% |
| YTD | +16.7% | +12.0% | +4.7% | +18.1% |
| 1Y | +19.6% | +16.5% | +3.0% | +20.8% |
| All | +19.6% | +16.4% | +3.1% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling