-46.2%
QXO vs CCJ
+162.5%
-208.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -7.8% | -4.0% | -3.8% | -6.5% |
| 30D | -18.1% | -2.4% | -15.7% | -17.4% |
| 3M | -25.8% | -2.3% | -23.4% | -25.2% |
| 6M | -41.7% | -16.2% | -25.5% | -38.9% |
| YTD | -36.2% | +5.7% | -41.9% | -37.9% |
| 1Y | -42.1% | +21.3% | -63.3% | -46.6% |
| 3Y | -46.2% | +159.4% | -205.5% | -56.3% |
| All | -46.2% | +162.5% | -208.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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