-25.0%
QXO vs CAG
-6.8%
-18.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.0% | +2.1% | +5.8% |
| 7D | +16.6% | +9.7% | +6.9% | +12.7% |
| 30D | +6.6% | +15.8% | -9.2% | +1.6% |
| 3M | -17.5% | +1.8% | -19.3% | -18.6% |
| 6M | -33.8% | +11.5% | -45.3% | -36.7% |
| YTD | -34.4% | -6.7% | -27.6% | -29.9% |
| 1Y | -25.0% | -5.6% | -19.3% | -21.1% |
| All | -25.0% | -6.8% | -18.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling