-46.2%
QXO vs CASY
+158.0%
-204.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -7.8% | -18.6% | +10.8% | -5.6% |
| 30D | -18.1% | -26.6% | +8.5% | -15.3% |
| 3M | -25.8% | -32.8% | +7.0% | -22.2% |
| 6M | -41.7% | -10.0% | -31.7% | -43.5% |
| YTD | -36.2% | +11.6% | -47.8% | -41.7% |
| 1Y | -42.1% | +11.5% | -53.6% | -47.2% |
| 3Y | -46.2% | +160.7% | -206.8% | -58.4% |
| All | -46.2% | +158.0% | -204.2% | -58.4% |
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