+80.0%
CTSH vs QXO
-5.4%
+85.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.9% |
| 7D | -8.2% | -3.9% | -4.3% | -8.2% |
| 30D | +0.4% | -17.4% | +17.8% | +0.4% |
| 3M | +10.6% | -22.5% | +33.1% | +10.6% |
| 6M | -8.8% | -41.4% | +32.6% | -8.7% |
| YTD | -28.6% | -34.1% | +5.5% | -28.6% |
| 1Y | -15.9% | -40.8% | +24.9% | -15.8% |
| 3Y | -13.9% | -43.9% | +30.0% | -14.5% |
| 5Y | -17.1% | -69.6% | +52.5% | -17.8% |
| 10Y | +21.0% | +41.0% | -20.0% | +20.6% |
| All | +80.0% | -5.4% | +85.5% | +99.3% |
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