+113.5%
CSCO vs QXO
-47.1%
+160.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | +2.7% | -7.8% | +10.5% | +2.7% |
| 30D | -9.5% | -18.1% | +8.6% | -9.4% |
| 3M | -7.6% | -25.8% | +18.1% | -7.4% |
| 6M | +44.9% | -41.7% | +86.6% | +45.3% |
| YTD | +47.7% | -36.2% | +83.9% | +48.1% |
| 1Y | +69.1% | -42.1% | +111.2% | +69.6% |
| 3Y | +113.5% | -46.2% | +159.7% | +111.7% |
| All | +113.5% | -47.1% | +160.6% | +111.7% |
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