-8.6%
QXO vs CTAS
+2,334.4%
-2,342.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -8.7% | -1.3% | -7.4% | -8.3% |
| 30D | -21.0% | -3.1% | -17.9% | -20.2% |
| 3M | -18.4% | +10.3% | -28.7% | -20.9% |
| 6M | -43.0% | +1.6% | -44.7% | -43.4% |
| YTD | -36.3% | +6.3% | -42.6% | -37.5% |
| 1Y | -42.8% | -0.5% | -42.3% | -42.9% |
| 3Y | -45.8% | +64.6% | -110.4% | -54.0% |
| 5Y | -70.8% | +106.0% | -176.8% | -77.1% |
| 10Y | +36.3% | +677.5% | -641.2% | -22.8% |
| All | -8.6% | +2,334.4% | -2,342.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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