-70.8%
QXO vs COO
-52.5%
-18.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.8% | -22.5% | +14.7% | -1.7% |
| 30D | -18.1% | -29.7% | +11.6% | -10.4% |
| 3M | -25.8% | -20.1% | -5.6% | -21.4% |
| 6M | -41.7% | -26.9% | -14.8% | -37.0% |
| YTD | -36.2% | -34.2% | -2.0% | -29.3% |
| 1Y | -42.1% | -21.3% | -20.8% | -38.0% |
| 3Y | -46.2% | -38.7% | -7.5% | -40.2% |
| All | -70.8% | -52.5% | -18.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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