-4.6%
CARR vs QXO
-34.8%
+30.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.6% | -1.3% | +2.8% | +1.9% |
| 30D | -8.7% | -16.0% | +7.3% | -4.3% |
| 3M | -12.6% | -17.7% | +5.2% | -8.3% |
| 6M | -1.5% | -42.6% | +41.1% | +12.0% |
| YTD | +14.3% | -30.8% | +45.1% | +22.8% |
| 1Y | -4.6% | -35.3% | +30.7% | +3.1% |
| All | -4.6% | -34.8% | +30.2% | +3.1% |
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