+219.8%
CB vs QXO
+34.5%
+185.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.7% | -7.8% | +7.1% | -0.6% |
| 30D | -1.2% | -18.1% | +16.9% | -1.1% |
| 3M | +3.8% | -25.8% | +29.5% | +3.9% |
| 6M | +5.8% | -41.7% | +47.5% | +6.1% |
| YTD | +9.4% | -36.2% | +45.5% | +9.6% |
| 1Y | +20.7% | -42.1% | +62.8% | +20.9% |
| 3Y | +70.1% | -46.2% | +116.2% | +65.6% |
| 5Y | +101.4% | -70.7% | +172.1% | +96.5% |
| All | +219.8% | +34.5% | +185.3% | +192.2% |
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