+392.2%
COF vs QXO
-8.4%
+400.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.1% | -7.8% | +2.6% | -5.1% |
| 30D | -6.0% | -18.1% | +12.1% | -5.8% |
| 3M | +14.8% | -25.8% | +40.6% | +15.1% |
| 6M | +15.3% | -41.7% | +57.0% | +15.9% |
| YTD | -13.0% | -36.2% | +23.1% | -12.7% |
| 1Y | -5.7% | -42.1% | +36.4% | -5.3% |
| 3Y | +118.1% | -46.2% | +164.3% | +114.3% |
| 5Y | +46.2% | -70.7% | +116.9% | +43.7% |
| 10Y | +246.1% | +36.5% | +209.5% | +236.7% |
| All | +392.2% | -8.4% | +400.7% | +373.0% |
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