-70.8%
QXO vs CAPR
+66.0%
-136.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.2% |
| 7D | -8.7% | -10.6% | +1.9% | -8.4% |
| 30D | -21.0% | +111.2% | -132.2% | -22.9% |
| 3M | -18.4% | -67.2% | +48.8% | -17.4% |
| 6M | -43.0% | -75.1% | +32.1% | -41.9% |
| YTD | -36.3% | -71.2% | +35.0% | -35.5% |
| 1Y | -42.8% | +31.1% | -73.9% | -48.8% |
| 3Y | -45.8% | +31.3% | -77.1% | -63.7% |
| 5Y | -70.8% | +69.4% | -140.2% | -84.0% |
| All | -70.8% | +66.0% | -136.8% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling