+159.8%
VXUS vs CL
+269.5%
-109.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -3.4% | +5.9% | -9.3% | -5.5% |
| 30D | -5.8% | +13.8% | -19.6% | -10.4% |
| 3M | -6.4% | +6.4% | -12.8% | -8.8% |
| 6M | -2.5% | +15.6% | -18.1% | -8.6% |
| YTD | +7.9% | +27.9% | -20.0% | -3.2% |
| 1Y | +11.5% | +31.4% | -19.9% | -1.3% |
| 3Y | +63.4% | +41.4% | +22.1% | +36.7% |
| 5Y | +42.9% | +42.8% | +0.1% | +17.2% |
| 10Y | +138.9% | +79.7% | +59.2% | +66.4% |
| All | +159.8% | +269.5% | -109.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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