-1.4%
QXO vs CAPR
-94.3%
+92.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | +2.9% | -9.5% | +12.4% | +2.9% |
| 30D | -18.0% | +121.5% | -139.5% | -18.5% |
| 3M | -14.7% | -65.4% | +50.6% | -14.5% |
| 6M | -39.2% | -67.5% | +28.3% | -39.0% |
| YTD | -31.3% | -68.6% | +37.3% | -31.1% |
| 1Y | -39.7% | +42.7% | -82.3% | -41.1% |
| 3Y | -41.5% | +43.4% | -84.9% | -43.4% |
| 5Y | -67.0% | +86.0% | -153.0% | -68.0% |
| 10Y | +44.7% | -77.4% | +122.1% | +41.3% |
| All | -1.4% | -94.3% | +92.9% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling