+34.5%
QXO vs COPX
+583.8%
-549.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.8% | -2.3% | -5.4% | -7.2% |
| 30D | -18.1% | +0.3% | -18.4% | -18.2% |
| 3M | -25.8% | +6.8% | -32.6% | -27.4% |
| 6M | -41.7% | +7.9% | -49.7% | -43.3% |
| YTD | -36.2% | +23.7% | -59.9% | -40.0% |
| 1Y | -42.1% | +71.5% | -113.6% | -49.9% |
| 3Y | -46.2% | +149.1% | -195.3% | -57.8% |
| 5Y | -70.7% | +167.3% | -238.0% | -78.2% |
| All | +34.5% | +583.8% | -549.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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