+10.7%
CMG vs QXO
-31.5%
+42.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.1% | +8.6% | +1.5% |
| 7D | +13.2% | +2.3% | +10.9% | +12.8% |
| 30D | +14.6% | -3.9% | +18.4% | +14.7% |
| 3M | +2.6% | -26.8% | +29.4% | +5.2% |
| 6M | +9.6% | -38.3% | +47.9% | +14.6% |
| YTD | -4.3% | -39.7% | +35.3% | -0.4% |
| 1Y | +10.7% | -29.4% | +40.1% | +9.4% |
| All | +10.7% | -31.5% | +42.3% | +9.4% |
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