-46.2%
QXO vs COPX
+149.4%
-195.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -27.5% |
| 6M | -41.7% | +7.9% | -49.7% | -43.8% |
| YTD | -36.2% | +23.7% | -59.9% | -39.5% |
| 1Y | -42.1% | +71.5% | -113.6% | -46.9% |
| 3Y | -46.2% | +149.1% | -195.3% | -33.1% |
| All | -46.2% | +149.4% | -195.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling