-20.0%
CPNG vs QXO
-47.1%
+27.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -1.1% | -7.8% | +6.7% | -1.1% |
| 30D | -7.4% | -18.1% | +10.7% | -7.3% |
| 3M | -12.3% | -25.8% | +13.4% | -12.3% |
| 6M | -19.4% | -41.7% | +22.3% | -19.4% |
| YTD | -35.9% | -36.2% | +0.3% | -35.9% |
| 1Y | -53.4% | -42.1% | -11.3% | -53.4% |
| 3Y | -20.0% | -46.2% | +26.2% | -19.6% |
| All | -20.0% | -47.1% | +27.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling