+226.3%
CLSK vs QXO
-47.1%
+273.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +7.7% | -7.8% | +15.5% | +8.5% |
| 30D | +12.2% | -18.1% | +30.3% | +14.2% |
| 3M | -15.5% | -25.8% | +10.3% | -13.4% |
| 6M | +39.3% | -41.7% | +81.1% | +45.7% |
| YTD | +35.1% | -36.2% | +71.3% | +40.4% |
| 1Y | +34.0% | -42.1% | +76.1% | +40.3% |
| 3Y | +226.3% | -46.2% | +272.4% | +181.2% |
| All | +226.3% | -47.1% | +273.3% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling