+480.5%
CSX vs QXO
+38.8%
+441.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -0.6% | -3.9% | +3.3% | -0.5% |
| 30D | -3.2% | -17.4% | +14.1% | -3.1% |
| 3M | +2.6% | -22.5% | +25.1% | +2.8% |
| 6M | +19.8% | -41.4% | +61.2% | +20.3% |
| YTD | +34.7% | -34.1% | +68.8% | +35.0% |
| 1Y | +52.1% | -40.8% | +93.0% | +52.6% |
| 3Y | +68.4% | -43.9% | +112.3% | +64.5% |
| 5Y | +65.1% | -69.6% | +134.7% | +61.5% |
| All | +480.5% | +38.8% | +441.6% | +467.1% |
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 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