+19.6%
CME vs QXO
-25.8%
+45.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +1.9% |
| 7D | +4.8% | +16.6% | -11.7% | +5.9% |
| 30D | +14.2% | +6.6% | +7.6% | +14.6% |
| 3M | +17.9% | -17.5% | +35.4% | +16.4% |
| 6M | +7.2% | -33.8% | +41.0% | +5.4% |
| YTD | +16.7% | -34.4% | +51.1% | +13.8% |
| 1Y | +19.6% | -25.0% | +44.5% | +15.6% |
| All | +19.6% | -25.8% | +45.4% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling