+606.1%
COST vs QXO
+34.5%
+571.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | -7.8% | +6.6% | -1.1% |
| 30D | -4.7% | -18.1% | +13.4% | -4.5% |
| 3M | -7.1% | -25.8% | +18.6% | -6.8% |
| 6M | -8.5% | -41.7% | +33.2% | -8.0% |
| YTD | +5.4% | -36.2% | +41.6% | +5.8% |
| 1Y | -5.6% | -42.1% | +36.5% | -5.2% |
| 3Y | +68.5% | -46.2% | +114.6% | +62.2% |
| 5Y | +105.2% | -70.7% | +176.0% | +97.9% |
| All | +606.1% | +34.5% | +571.6% | +530.0% |
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 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