+159.8%
VXUS vs CMS
+499.3%
-339.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | -5.8% | +8.6% | -14.4% | -8.4% |
| 3M | -6.4% | -0.5% | -6.0% | -6.4% |
| 6M | -2.5% | -4.2% | +1.7% | -1.6% |
| YTD | +7.9% | +3.4% | +4.4% | +5.9% |
| 1Y | +11.5% | +0.4% | +11.0% | +10.5% |
| 3Y | +63.4% | +38.2% | +25.2% | +43.1% |
| 5Y | +42.9% | +35.4% | +7.5% | +23.9% |
| 10Y | +138.9% | +131.7% | +7.2% | +57.0% |
| All | +159.8% | +499.3% | -339.4% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling