+1,044.2%
CDNS vs QXO
+34.5%
+1,009.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -7.8% | +6.7% | -1.1% |
| 30D | -10.4% | -18.1% | +7.6% | -10.3% |
| 3M | -24.6% | -25.8% | +1.2% | -24.4% |
| 6M | -1.6% | -41.7% | +40.1% | -1.2% |
| YTD | -7.4% | -36.2% | +28.8% | -7.1% |
| 1Y | -18.4% | -42.1% | +23.7% | -18.1% |
| 3Y | +19.0% | -46.2% | +65.1% | +16.1% |
| 5Y | +73.4% | -70.7% | +144.1% | +69.3% |
| All | +1,044.2% | +34.5% | +1,009.7% | +974.1% |
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