-1.4%
QXO vs CASY
+1,371.8%
-1,373.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.4% |
| 7D | +2.9% | -4.4% | +7.2% | +3.4% |
| 30D | -18.0% | -12.0% | -6.0% | -16.9% |
| 3M | -14.7% | -2.3% | -12.4% | -15.5% |
| 6M | -39.2% | +10.5% | -49.7% | -41.0% |
| YTD | -31.3% | +33.0% | -64.3% | -35.1% |
| 1Y | -39.7% | +41.1% | -80.8% | -43.6% |
| 3Y | -41.5% | +207.5% | -249.0% | -51.1% |
| 5Y | -67.0% | +290.7% | -357.7% | -73.2% |
| 10Y | +44.7% | +556.5% | -511.7% | +20.9% |
| All | -1.4% | +1,371.8% | -1,373.2% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling