-8.4%
QXO vs CHTR
+139.8%
-148.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.4% |
| 7D | -7.8% | -4.1% | -3.7% | -7.2% |
| 30D | -18.1% | -3.0% | -15.1% | -17.8% |
| 3M | -25.8% | +4.8% | -30.5% | -26.7% |
| 6M | -41.7% | -35.0% | -6.7% | -38.4% |
| YTD | -36.2% | -30.2% | -6.0% | -33.4% |
| 1Y | -42.1% | -44.8% | +2.7% | -37.5% |
| 3Y | -46.2% | -66.6% | +20.4% | -39.2% |
| 5Y | -70.7% | -81.5% | +10.8% | -64.5% |
| 10Y | +36.5% | -44.8% | +81.3% | +51.0% |
| All | -8.4% | +139.8% | -148.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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