-70.8%
QXO vs CGNX
-25.4%
-45.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | -7.8% | +3.2% | -11.0% | -8.5% |
| 30D | -18.1% | +6.0% | -24.1% | -19.5% |
| 3M | -25.8% | +3.5% | -29.3% | -26.6% |
| 6M | -41.7% | +26.3% | -68.0% | -44.9% |
| YTD | -36.2% | +79.2% | -115.4% | -45.5% |
| 1Y | -42.1% | +43.8% | -85.9% | -47.9% |
| 3Y | -46.2% | +52.0% | -98.1% | -53.2% |
| All | -70.8% | -25.4% | -45.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling