+22.2%
CTSH vs QXO
+34.5%
-12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.7% | -7.8% | +4.1% | -3.6% |
| 30D | +3.7% | -18.1% | +21.8% | +3.9% |
| 3M | +17.9% | -25.8% | +43.7% | +18.3% |
| 6M | -2.6% | -41.7% | +39.1% | -2.1% |
| YTD | -26.4% | -36.2% | +9.8% | -26.1% |
| 1Y | -13.0% | -42.1% | +29.1% | -12.7% |
| 3Y | -11.2% | -46.2% | +34.9% | -14.8% |
| 5Y | -14.3% | -70.7% | +56.4% | -17.8% |
| All | +22.2% | +34.5% | -12.3% | +16.9% |
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