+34.5%
QXO vs CGNX
+193.6%
-159.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.8% |
| 7D | -7.8% | +3.2% | -11.0% | -8.5% |
| 30D | -18.1% | +6.0% | -24.1% | -19.3% |
| 3M | -25.8% | +3.5% | -29.3% | -26.5% |
| 6M | -41.7% | +26.3% | -68.0% | -44.6% |
| YTD | -36.2% | +79.2% | -115.4% | -44.7% |
| 1Y | -42.1% | +43.8% | -85.9% | -47.5% |
| 3Y | -46.2% | +52.0% | -98.1% | -52.5% |
| 5Y | -70.7% | -24.0% | -46.7% | -70.9% |
| All | +34.5% | +193.6% | -159.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling