+488.5%
CSX vs QXO
+34.3%
+454.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.4% |
| 7D | +0.1% | -8.7% | +8.8% | +0.2% |
| 30D | -1.5% | -21.0% | +19.4% | -1.3% |
| 3M | +6.0% | -18.4% | +24.3% | +6.1% |
| 6M | +20.6% | -43.0% | +63.6% | +21.1% |
| YTD | +36.5% | -36.3% | +72.8% | +36.9% |
| 1Y | +55.0% | -42.8% | +97.8% | +55.5% |
| 3Y | +70.8% | -45.8% | +116.5% | +66.8% |
| 5Y | +69.6% | -70.8% | +140.3% | +65.9% |
| All | +488.5% | +34.3% | +454.3% | +475.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling