+444.5%
CORZ vs QXO
-86.6%
+531.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +16.6% | +2.9% | +13.7% | +16.2% |
| 30D | -10.9% | -18.0% | +7.2% | -8.6% |
| 3M | -31.0% | -14.7% | -16.3% | -29.8% |
| 6M | +26.0% | -39.2% | +65.3% | +33.0% |
| YTD | +28.6% | -31.3% | +60.0% | +33.9% |
| 1Y | +34.5% | -39.7% | +74.1% | +41.5% |
| All | +444.5% | -86.6% | +531.0% | +415.1% |
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 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