-70.8%
QXO vs CP
+34.9%
-105.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.8% | -2.6% | -5.2% | -6.9% |
| 30D | -18.1% | -3.7% | -14.4% | -17.0% |
| 3M | -25.8% | +0.1% | -25.9% | -25.7% |
| 6M | -41.7% | +7.8% | -49.6% | -43.0% |
| YTD | -36.2% | +21.7% | -57.9% | -39.6% |
| 1Y | -42.1% | +18.6% | -60.7% | -44.8% |
| 3Y | -46.2% | +17.5% | -63.7% | -48.8% |
| All | -70.8% | +34.9% | -105.7% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling