+322.0%
CMG vs VXUS
+151.1%
+170.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -2.1% | -1.4% | -0.6% | -0.9% |
| 30D | +10.9% | -0.5% | +11.4% | +11.3% |
| 3M | +15.8% | +2.6% | +13.3% | +13.0% |
| 6M | +6.9% | +10.9% | -3.9% | -3.1% |
| YTD | -2.2% | +16.1% | -18.3% | -15.0% |
| 1Y | -7.1% | +22.3% | -29.4% | -22.7% |
| 3Y | -7.1% | +72.0% | -79.1% | -42.9% |
| 5Y | -4.8% | +54.1% | -58.9% | -35.6% |
| All | +322.0% | +151.1% | +170.9% | +120.9% |
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