+421.5%
CORZ vs QXO
-87.5%
+509.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +0.3% | -7.8% | +8.1% | +1.3% |
| 30D | -14.0% | -18.1% | +4.1% | -11.8% |
| 3M | -34.1% | -25.8% | -8.3% | -31.8% |
| 6M | +8.5% | -41.7% | +50.2% | +15.1% |
| YTD | +23.2% | -36.2% | +59.4% | +29.5% |
| 1Y | +15.4% | -42.1% | +57.5% | +22.2% |
| All | +421.5% | -87.5% | +509.0% | +398.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling