+71.0%
CME vs VXUS
+42.8%
+28.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +0.9% | -1.8% | +2.7% | +1.2% |
| 30D | +13.2% | -4.6% | +17.7% | +14.0% |
| 3M | +16.3% | -6.1% | +22.4% | +17.4% |
| 6M | +7.1% | -4.9% | +12.0% | +7.7% |
| YTD | +15.8% | +8.1% | +7.8% | +12.4% |
| 1Y | +17.1% | +12.1% | +5.0% | +12.3% |
| 3Y | +63.2% | +63.9% | -0.7% | +34.1% |
| All | +71.0% | +42.8% | +28.3% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling