+40.0%
CVS vs QXO
+34.5%
+5.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.2% | -7.8% | +5.6% | -2.1% |
| 30D | -0.1% | -18.1% | +18.0% | 0.0% |
| 3M | -5.2% | -25.8% | +20.5% | -5.1% |
| 6M | +26.9% | -41.7% | +68.6% | +27.2% |
| YTD | +22.1% | -36.2% | +58.3% | +22.3% |
| 1Y | +30.8% | -42.1% | +72.9% | +31.0% |
| 3Y | +54.4% | -46.2% | +100.5% | +52.2% |
| 5Y | +33.4% | -70.7% | +104.1% | +31.7% |
| All | +40.0% | +34.5% | +5.6% | +36.1% |
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