+984.0%
CAT vs QXO
-1.4%
+985.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +5.6% | +2.9% | +2.7% | +5.5% |
| 30D | -2.3% | -18.0% | +15.7% | -2.2% |
| 3M | -10.0% | -14.7% | +4.7% | -9.9% |
| 6M | +21.2% | -39.2% | +60.5% | +21.6% |
| YTD | +44.4% | -31.3% | +75.8% | +44.8% |
| 1Y | +96.3% | -39.7% | +136.0% | +96.9% |
| 3Y | +203.9% | -41.5% | +245.4% | +201.0% |
| 5Y | +333.5% | -67.0% | +400.5% | +329.2% |
| 10Y | +1,126.0% | +44.7% | +1,081.3% | +1,105.6% |
| All | +984.0% | -1.4% | +985.4% | +925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling