+34.5%
QXO vs CAPR
-78.4%
+112.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -7.8% | -11.0% | +3.2% | -7.4% |
| 30D | -18.1% | +99.8% | -117.9% | -20.4% |
| 3M | -25.8% | -66.6% | +40.8% | -24.8% |
| 6M | -41.7% | -75.1% | +33.4% | -40.4% |
| YTD | -36.2% | -71.0% | +34.8% | -35.3% |
| 1Y | -42.1% | +30.0% | -72.1% | -48.8% |
| 3Y | -46.2% | +29.0% | -75.1% | -55.5% |
| 5Y | -70.7% | +70.8% | -141.5% | -76.6% |
| All | +34.5% | -78.4% | +112.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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