+182.8%
VXUS vs CMI
+642.9%
-460.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +1.0% | -12.5% | +13.5% | +6.2% |
| 3M | +5.7% | -16.2% | +21.9% | +12.5% |
| 6M | +13.6% | +4.9% | +8.7% | +10.2% |
| YTD | +17.4% | +11.1% | +6.3% | +10.7% |
| 1Y | +25.1% | +43.4% | -18.3% | +6.1% |
| 3Y | +75.8% | +154.1% | -78.2% | +15.6% |
| 5Y | +55.4% | +169.5% | -114.1% | -2.2% |
| 10Y | +146.4% | +503.8% | -357.4% | +4.9% |
| All | +182.8% | +642.9% | -460.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling