-46.2%
QXO vs CASY
+163.1%
-209.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -8.7% | -17.2% | +8.6% | -6.8% |
| 30D | -21.0% | -24.4% | +3.4% | -18.6% |
| 3M | -18.4% | -31.4% | +13.0% | -14.7% |
| 6M | -43.0% | -8.9% | -34.1% | -44.7% |
| YTD | -36.3% | +13.8% | -50.1% | -42.0% |
| 1Y | -42.8% | +17.0% | -59.7% | -48.4% |
| All | -46.2% | +163.1% | -209.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling