-5.7%
CMG vs VXUS
+54.3%
-60.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -1.9% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | +12.1% | +0.7% | +11.4% | +11.5% |
| 3M | +20.6% | +4.8% | +15.8% | +15.5% |
| 6M | +2.1% | +11.3% | -9.2% | -8.2% |
| YTD | -2.6% | +16.5% | -19.1% | -16.2% |
| 1Y | -8.7% | +24.3% | -33.0% | -25.9% |
| 3Y | -7.4% | +74.5% | -81.9% | -46.0% |
| 5Y | -5.7% | +54.3% | -60.0% | -37.1% |
| All | -5.7% | +54.3% | -60.0% | -37.1% |
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