-8.4%
QXO vs CBOE
+1,182.1%
-1,190.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -7.8% | -5.8% | -2.0% | -7.8% |
| 30D | -18.1% | -3.1% | -14.9% | -18.1% |
| 3M | -25.8% | -4.8% | -21.0% | -25.6% |
| 6M | -41.7% | -0.6% | -41.2% | -41.7% |
| YTD | -36.2% | +12.8% | -49.0% | -36.6% |
| 1Y | -42.1% | +19.8% | -61.9% | -42.6% |
| 3Y | -46.2% | +86.9% | -133.1% | -48.2% |
| 5Y | -70.7% | +136.5% | -207.2% | -72.1% |
| 10Y | +36.5% | +368.4% | -331.9% | +52.2% |
| All | -8.4% | +1,182.1% | -1,190.5% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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