-42.6%
CCL vs QXO
+34.5%
-77.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.2% | -7.8% | +4.6% | -2.8% |
| 30D | -17.8% | -18.1% | +0.3% | -17.0% |
| 3M | -18.7% | -25.8% | +7.1% | -17.5% |
| 6M | -11.4% | -41.7% | +30.3% | -9.1% |
| YTD | -24.3% | -36.2% | +11.9% | -22.8% |
| 1Y | -28.8% | -42.1% | +13.3% | -27.1% |
| 3Y | +49.3% | -46.2% | +95.5% | +33.3% |
| 5Y | +1.6% | -70.7% | +72.3% | -8.7% |
| All | -42.6% | +34.5% | -77.1% | -54.9% |
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 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