-1.4%
QXO vs CP
+580.8%
-582.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.9% | +2.4% | +0.4% | +2.4% |
| 30D | -18.0% | -0.5% | -17.5% | -17.9% |
| 3M | -14.7% | +1.4% | -16.2% | -15.0% |
| 6M | -39.2% | +10.3% | -49.5% | -40.3% |
| YTD | -31.3% | +24.3% | -55.6% | -34.1% |
| 1Y | -39.7% | +20.4% | -60.1% | -41.7% |
| 3Y | -41.5% | +21.8% | -63.3% | -43.9% |
| 5Y | -67.0% | +31.5% | -98.5% | -69.0% |
| 10Y | +44.7% | +223.2% | -178.5% | +18.6% |
| All | -1.4% | +580.8% | -582.2% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling