+10.7%
CARR vs QXO
-70.1%
+80.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -7.8% | +4.0% | -3.6% |
| 30D | -8.9% | -18.1% | +9.2% | -8.6% |
| 3M | -17.3% | -25.8% | +8.4% | -16.9% |
| 6M | -1.4% | -41.7% | +40.3% | -0.5% |
| YTD | +10.0% | -36.2% | +46.2% | +10.8% |
| 1Y | -6.4% | -42.1% | +35.7% | -5.6% |
| 3Y | +1.5% | -46.2% | +47.7% | -0.6% |
| All | +10.7% | -70.1% | +80.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling