-38.8%
QXO vs CHYM
-23.3%
-15.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -7.8% | -2.3% | -5.5% | -7.5% |
| 30D | -18.1% | +4.4% | -22.5% | -18.8% |
| 3M | -25.8% | +91.3% | -117.1% | -36.4% |
| 6M | -41.7% | +44.0% | -85.7% | -47.8% |
| YTD | -36.2% | +31.1% | -67.3% | -42.1% |
| 1Y | -42.1% | +37.8% | -79.9% | -49.8% |
| All | -38.8% | -23.3% | -15.5% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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