-8.6%
QXO vs COR
+1,116.3%
-1,124.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -8.7% | -4.8% | -3.9% | -8.5% |
| 30D | -21.0% | -3.7% | -17.3% | -20.8% |
| 3M | -18.4% | +14.3% | -32.7% | -19.0% |
| 6M | -43.0% | -8.5% | -34.5% | -42.8% |
| YTD | -36.3% | -4.4% | -31.9% | -36.2% |
| 1Y | -42.8% | +9.1% | -51.9% | -43.2% |
| 3Y | -45.8% | +85.2% | -131.0% | -49.0% |
| 5Y | -70.8% | +180.7% | -251.4% | -73.6% |
| 10Y | +36.3% | +403.7% | -367.4% | +26.3% |
| All | -8.6% | +1,116.3% | -1,124.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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