-46.2%
QXO vs CP
+18.1%
-64.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -8.7% | -2.7% | -6.0% | -7.5% |
| 30D | -21.0% | -3.4% | -17.6% | -19.7% |
| 3M | -18.4% | -0.6% | -17.8% | -18.1% |
| 6M | -43.0% | +6.3% | -49.3% | -44.4% |
| YTD | -36.3% | +21.2% | -57.5% | -40.7% |
| 1Y | -42.8% | +20.0% | -62.8% | -46.6% |
| All | -46.2% | +18.1% | -64.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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