+34.5%
QXO vs CHD
+126.1%
-91.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -7.8% | -4.5% | -3.3% | -6.9% |
| 30D | -18.1% | -6.7% | -11.4% | -16.9% |
| 3M | -25.8% | -2.7% | -23.0% | -25.3% |
| 6M | -41.7% | -4.9% | -36.8% | -41.1% |
| YTD | -36.2% | +13.3% | -49.5% | -37.6% |
| 1Y | -42.1% | +1.0% | -43.1% | -42.3% |
| 3Y | -46.2% | +1.3% | -47.5% | -45.8% |
| 5Y | -70.7% | +20.8% | -91.6% | -72.6% |
| All | +34.5% | +126.1% | -91.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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