+238.9%
CRM vs VXUS
+151.1%
+87.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.0% |
| 7D | -4.4% | -1.4% | -3.0% | -3.1% |
| 30D | +28.1% | -0.5% | +28.6% | +28.7% |
| 3M | +48.8% | +2.6% | +46.3% | +43.8% |
| 6M | +28.3% | +10.9% | +17.4% | +12.6% |
| YTD | -6.0% | +16.1% | -22.2% | -22.0% |
| 1Y | +1.4% | +22.3% | -20.8% | -20.4% |
| 3Y | +11.8% | +72.0% | -60.2% | -40.1% |
| 5Y | -2.0% | +54.1% | -56.2% | -40.2% |
| All | +238.9% | +151.1% | +87.8% | +25.6% |
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 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