+183.8%
VXUS vs CMS
+480.4%
-296.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +2.2% | -3.6% | +5.8% | +3.4% |
| 3M | +3.0% | -1.9% | +4.9% | +3.2% |
| 6M | +10.7% | -11.0% | +21.6% | +14.5% |
| YTD | +17.8% | +0.2% | +17.6% | +17.0% |
| 1Y | +27.6% | -1.3% | +28.9% | +27.1% |
| 3Y | +73.3% | +35.9% | +37.4% | +52.4% |
| 5Y | +54.3% | +23.1% | +31.2% | +38.6% |
| 10Y | +149.8% | +117.9% | +31.9% | +68.4% |
| All | +183.8% | +480.4% | -296.6% | -14.8% |
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