+163.9%
CEG vs QXO
-47.1%
+211.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | -7.8% | +3.0% | -4.7% |
| 30D | +2.3% | -18.1% | +20.4% | +2.5% |
| 3M | +15.6% | -25.8% | +41.4% | +15.9% |
| 6M | -5.0% | -41.7% | +36.7% | -4.6% |
| YTD | -19.0% | -36.2% | +17.1% | -18.7% |
| 1Y | -10.0% | -42.1% | +32.1% | -9.6% |
| 3Y | +163.9% | -46.2% | +210.1% | +167.9% |
| All | +163.9% | -47.1% | +211.0% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling