-1.8%
CARR vs QXO
-25.8%
+24.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -1.6% |
| 7D | -0.7% | +16.6% | -17.2% | -4.7% |
| 30D | +0.3% | +6.6% | -6.3% | -1.8% |
| 3M | -14.9% | -17.5% | +2.6% | -11.0% |
| 6M | -14.9% | -33.8% | +18.9% | -6.6% |
| YTD | +7.0% | -34.4% | +41.4% | +16.4% |
| 1Y | -1.8% | -25.0% | +23.2% | +1.1% |
| All | -1.8% | -25.8% | +24.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1y: compounded portfolio wealth divided by compounded QXO 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…
1y analysis · Full analysis span regression · 6 months rolling