+160.2%
VXUS vs CMS
+486.5%
-326.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.8% |
| 7D | -1.8% | -1.3% | -0.4% | -1.3% |
| 30D | -4.6% | +6.3% | -10.9% | -6.6% |
| 3M | -6.1% | -2.1% | -4.0% | -5.6% |
| 6M | -4.9% | -5.1% | +0.2% | -3.7% |
| YTD | +8.1% | +1.3% | +6.8% | +6.8% |
| 1Y | +12.1% | -1.4% | +13.5% | +11.7% |
| 3Y | +63.9% | +36.9% | +26.9% | +43.8% |
| 5Y | +43.1% | +32.5% | +10.6% | +24.9% |
| 10Y | +139.2% | +126.8% | +12.5% | +58.3% |
| All | +160.2% | +486.5% | -326.3% | -22.2% |
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