+1,144.3%
CAT vs QXO
+34.5%
+1,109.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.6% | -7.8% | +8.4% | +0.7% |
| 30D | -4.3% | -18.1% | +13.8% | -4.0% |
| 3M | -8.6% | -25.8% | +17.1% | -8.2% |
| 6M | +16.1% | -41.7% | +57.8% | +17.1% |
| YTD | +43.8% | -36.2% | +79.9% | +44.7% |
| 1Y | +91.5% | -42.1% | +133.6% | +92.9% |
| 3Y | +202.7% | -46.2% | +248.9% | +195.3% |
| 5Y | +335.1% | -70.7% | +405.9% | +324.3% |
| All | +1,144.3% | +34.5% | +1,109.9% | +1,105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling