+264.6%
CVS vs VXUS
+163.7%
+101.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.2% |
| 7D | -3.7% | +0.8% | -4.4% | -4.3% |
| 30D | -0.3% | -1.9% | +1.5% | +0.3% |
| 3M | -10.3% | -4.4% | -5.9% | -8.5% |
| 6M | -4.6% | -2.0% | -2.6% | -4.5% |
| YTD | +10.7% | +11.1% | -0.4% | +2.6% |
| 1Y | +11.2% | +15.1% | -3.8% | +1.1% |
| 3Y | +43.0% | +70.4% | -27.4% | +2.0% |
| 5Y | +8.6% | +47.2% | -38.5% | -16.3% |
| 10Y | +52.0% | +142.3% | -90.3% | -14.1% |
| All | +264.6% | +163.7% | +101.0% | +90.7% |
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 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