+149.5%
CMCSA vs QXO
-8.6%
+158.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.4% |
| 7D | -5.6% | -8.7% | +3.1% | -5.5% |
| 30D | -1.9% | -21.0% | +19.1% | -1.7% |
| 3M | +6.4% | -18.4% | +24.8% | +6.5% |
| 6M | -16.9% | -43.0% | +26.1% | -16.7% |
| YTD | -6.8% | -36.3% | +29.5% | -6.6% |
| 1Y | -15.9% | -42.8% | +26.9% | -15.7% |
| 3Y | -33.4% | -45.8% | +12.3% | -34.1% |
| 5Y | -46.7% | -70.8% | +24.1% | -47.2% |
| 10Y | +7.0% | +36.3% | -29.3% | +5.6% |
| All | +149.5% | -8.6% | +158.0% | +151.5% |
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