-10.7%
CMG vs QXO
-34.8%
+24.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.8% | -1.3% | -1.6% | -2.7% |
| 30D | +7.1% | -16.0% | +23.2% | +9.2% |
| 3M | +31.2% | -17.7% | +48.9% | +33.7% |
| 6M | +0.7% | -42.6% | +43.3% | +8.4% |
| YTD | -0.1% | -30.8% | +30.7% | +2.1% |
| 1Y | -10.7% | -35.3% | +24.6% | -9.9% |
| All | -10.7% | -34.8% | +24.1% | -9.9% |
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 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