+414.9%
CSX vs QXO
+17.1%
+397.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | +6.0% | +9.0% | -3.0% | +5.9% |
| 30D | +7.8% | +22.0% | -14.2% | +7.6% |
| 3M | +4.1% | -15.4% | +19.5% | +4.2% |
| 6M | +17.9% | -26.0% | +43.9% | +18.1% |
| YTD | +44.9% | -34.7% | +79.6% | +45.3% |
| 1Y | +51.1% | -28.0% | +79.1% | +51.4% |
| 3Y | +78.3% | -47.0% | +125.3% | +73.7% |
| 5Y | +58.1% | -64.2% | +122.3% | +53.8% |
| All | +414.9% | +17.1% | +397.9% | +384.2% |
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 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