+101.0%
CB vs QXO
-70.4%
+171.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | -2.8% | -8.7% | +5.9% | -2.7% |
| 30D | -2.4% | -21.0% | +18.5% | -2.4% |
| 3M | +2.8% | -18.4% | +21.2% | +2.8% |
| 6M | +4.8% | -43.0% | +47.8% | +4.8% |
| YTD | +9.2% | -36.3% | +45.5% | +9.2% |
| 1Y | +22.8% | -42.8% | +65.6% | +22.9% |
| 3Y | +71.1% | -45.8% | +116.9% | +69.7% |
| 5Y | +101.0% | -70.8% | +171.8% | +99.9% |
| All | +101.0% | -70.4% | +171.4% | +99.9% |
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