-1.4%
QXO vs CI
+537.7%
-539.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.1% |
| 30D | -18.0% | -1.8% | -16.2% | -17.9% |
| 3M | -14.7% | -4.2% | -10.5% | -14.5% |
| 6M | -39.2% | +2.7% | -41.9% | -39.6% |
| YTD | -31.3% | +1.9% | -33.2% | -31.6% |
| 1Y | -39.7% | -6.3% | -33.4% | -39.5% |
| 3Y | -41.5% | +3.9% | -45.4% | -42.4% |
| 5Y | -67.0% | +41.9% | -108.9% | -68.3% |
| 10Y | +44.7% | +140.4% | -95.7% | +43.4% |
| All | -1.4% | +537.7% | -539.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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