+800.8%
CME vs QXO
-5.4%
+806.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -0.6% | -3.9% | +3.2% | -0.6% |
| 30D | +4.7% | -17.4% | +22.0% | +4.7% |
| 3M | +7.8% | -22.5% | +30.3% | +7.8% |
| 6M | -11.0% | -41.4% | +30.4% | -11.0% |
| YTD | +4.0% | -34.1% | +38.1% | +4.0% |
| 1Y | +9.1% | -40.8% | +49.9% | +9.1% |
| 3Y | +52.3% | -43.9% | +96.2% | +52.6% |
| 5Y | +76.1% | -69.6% | +145.7% | +76.4% |
| 10Y | +280.6% | +41.0% | +239.6% | +285.3% |
| All | +800.8% | -5.4% | +806.3% | +882.7% |
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