+184.8%
COP vs QXO
-70.1%
+254.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | -7.8% | +10.1% | +2.3% |
| 30D | +8.6% | -18.1% | +26.7% | +8.7% |
| 3M | +19.9% | -25.8% | +45.6% | +20.0% |
| 6M | +19.0% | -41.7% | +60.7% | +19.3% |
| YTD | +50.0% | -36.2% | +86.1% | +50.1% |
| 1Y | +50.5% | -42.1% | +92.6% | +50.8% |
| 3Y | +25.2% | -46.2% | +71.4% | +22.4% |
| All | +184.8% | -70.1% | +254.9% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling