+734.5%
CSCO vs QXO
-5.4%
+739.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | 0.0% | -3.9% | +3.8% | 0.0% |
| 30D | -10.7% | -17.4% | +6.6% | -10.7% |
| 3M | -8.7% | -22.5% | +13.8% | -8.7% |
| 6M | +44.9% | -41.4% | +86.3% | +45.1% |
| YTD | +44.1% | -34.1% | +78.2% | +44.3% |
| 1Y | +65.9% | -40.8% | +106.7% | +66.1% |
| 3Y | +109.0% | -43.9% | +152.9% | +108.0% |
| 5Y | +114.8% | -69.6% | +184.3% | +113.7% |
| 10Y | +377.3% | +41.0% | +336.4% | +375.0% |
| All | +734.5% | -5.4% | +739.9% | +718.2% |
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