-29.6%
CLS vs QXO
-25.8%
-3.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.1% | -17.2% | -11.0% |
| 7D | -21.1% | +16.6% | -37.7% | -24.6% |
| 30D | -38.2% | +6.6% | -44.8% | -39.5% |
| 3M | -36.3% | -17.5% | -18.8% | -33.1% |
| 6M | -43.8% | -33.8% | -10.0% | -38.2% |
| YTD | -20.0% | -34.4% | +14.3% | -14.1% |
| 1Y | -29.6% | -25.0% | -4.6% | -27.1% |
| All | -29.6% | -25.8% | -3.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1y: compounded portfolio wealth divided by compounded QXO 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…
1y analysis · Full analysis span regression · 6 months rolling