+325.9%
CMG vs VXUS
+146.4%
+179.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +2.1% | +0.3% | +0.8% |
| 30D | +15.6% | -1.1% | +16.7% | +16.6% |
| 3M | +8.2% | -5.6% | +13.8% | +13.0% |
| 6M | +9.9% | -2.3% | +12.1% | +10.5% |
| YTD | -4.6% | +10.4% | -15.0% | -14.0% |
| 1Y | +12.4% | +13.1% | -0.6% | -0.6% |
| 3Y | -18.0% | +68.0% | -86.0% | -49.0% |
| 5Y | -5.3% | +45.8% | -51.1% | -33.3% |
| All | +325.9% | +146.4% | +179.5% | +162.7% |
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