-7.5%
CCL vs QXO
-5.4%
-2.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.1% |
| 7D | -4.4% | -3.9% | -0.5% | -4.3% |
| 30D | -18.2% | -17.4% | -0.8% | -17.9% |
| 3M | -17.7% | -22.5% | +4.8% | -17.3% |
| 6M | -13.0% | -41.4% | +28.4% | -12.2% |
| YTD | -24.5% | -34.1% | +9.6% | -23.9% |
| 1Y | -26.9% | -40.8% | +13.9% | -26.3% |
| 3Y | +50.8% | -43.9% | +94.7% | +46.2% |
| 5Y | -0.9% | -69.6% | +68.7% | -3.9% |
| 10Y | -41.7% | +41.0% | -82.6% | -44.0% |
| All | -7.5% | -5.4% | -2.1% | -9.2% |
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 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