+295.0%
COP vs QXO
-5.4%
+300.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | -0.5% | -3.9% | +3.4% | -0.5% |
| 30D | +11.7% | -17.4% | +29.1% | +11.9% |
| 3M | +17.7% | -22.5% | +40.2% | +17.8% |
| 6M | +18.3% | -41.4% | +59.7% | +18.7% |
| YTD | +49.1% | -34.1% | +83.2% | +49.3% |
| 1Y | +53.3% | -40.8% | +94.1% | +53.7% |
| 3Y | +22.2% | -43.9% | +66.1% | +19.1% |
| 5Y | +193.3% | -69.6% | +262.9% | +186.4% |
| 10Y | +340.2% | +41.0% | +299.3% | +321.3% |
| All | +295.0% | -5.4% | +300.5% | +283.3% |
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