-70.8%
QXO vs CAG
-43.1%
-27.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -7.8% | -5.7% | -2.1% | -6.4% |
| 30D | -18.1% | -2.4% | -15.7% | -17.7% |
| 3M | -25.8% | +9.8% | -35.5% | -27.6% |
| 6M | -41.7% | -10.8% | -30.9% | -40.1% |
| YTD | -36.2% | -10.8% | -25.4% | -34.3% |
| 1Y | -42.1% | -19.0% | -23.1% | -39.2% |
| 3Y | -46.2% | -39.7% | -6.5% | -41.0% |
| All | -70.8% | -43.1% | -27.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling