-40.7%
QXO vs CART
+39.2%
-79.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.6% | -7.3% |
| 7D | +10.1% | +1.2% | +8.9% | +10.1% |
| 30D | +16.2% | +17.8% | -1.5% | +17.3% |
| 3M | -14.8% | +20.7% | -35.5% | -13.8% |
| 6M | -27.8% | +49.7% | -77.5% | -25.5% |
| YTD | -33.6% | +30.0% | -63.6% | -32.1% |
| 1Y | -31.8% | +48.4% | -80.2% | -29.5% |
| 3Y | -46.8% | +132.0% | -178.7% | -21.6% |
| All | -40.7% | +39.2% | -79.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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