+142.3%
VXUS vs CMS
+127.7%
+14.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | -1.9% | +7.1% | -8.9% | -3.6% |
| 3M | -4.4% | -1.3% | -3.1% | -4.2% |
| 6M | -2.0% | -2.7% | +0.7% | -1.7% |
| YTD | +11.1% | +2.6% | +8.5% | +9.8% |
| 1Y | +15.1% | -2.0% | +17.1% | +15.0% |
| 3Y | +70.4% | +39.6% | +30.8% | +53.0% |
| 5Y | +47.2% | +35.3% | +11.8% | +31.7% |
| 10Y | +142.3% | +132.3% | +9.9% | +101.3% |
| All | +142.3% | +127.7% | +14.6% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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