+742.2%
CMG vs VXUS
+179.6%
+562.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | -2.8% | +1.0% | -3.8% | -3.5% |
| 30D | +7.1% | +2.2% | +4.9% | +5.5% |
| 3M | +31.2% | +3.0% | +28.2% | +27.8% |
| 6M | +0.7% | +10.7% | -10.0% | -7.3% |
| YTD | -0.1% | +17.8% | -18.0% | -12.2% |
| 1Y | -10.7% | +27.6% | -38.3% | -25.9% |
| 3Y | -4.7% | +73.3% | -78.0% | -36.8% |
| 5Y | -3.8% | +54.3% | -58.1% | -30.7% |
| 10Y | +352.5% | +149.8% | +202.7% | +139.0% |
| All | +742.2% | +179.6% | +562.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling