+318.6%
CMG vs QXO
-8.4%
+327.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -7.8% | +5.7% | -2.0% |
| 30D | +10.9% | -18.1% | +29.0% | +11.0% |
| 3M | +15.8% | -25.8% | +41.6% | +16.0% |
| 6M | +6.9% | -41.7% | +48.7% | +7.2% |
| YTD | -2.2% | -36.2% | +34.0% | -2.0% |
| 1Y | -7.1% | -42.1% | +35.0% | -6.9% |
| 3Y | -7.1% | -46.2% | +39.0% | -7.9% |
| 5Y | -4.8% | -70.7% | +65.9% | -5.6% |
| 10Y | +324.3% | +36.5% | +287.8% | +319.2% |
| All | +318.6% | -8.4% | +327.0% | +331.7% |
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