+72.5%
VXUS vs CMI
+149.3%
-76.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +0.7% | -12.3% | +13.0% | +4.6% |
| 3M | +4.8% | -16.8% | +21.5% | +10.1% |
| 6M | +11.3% | +1.5% | +9.8% | +9.9% |
| YTD | +16.5% | +9.8% | +6.7% | +12.1% |
| 1Y | +24.3% | +42.6% | -18.3% | +10.6% |
| All | +72.5% | +149.3% | -76.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling