+3.8%
CRM vs QXO
-70.8%
+74.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.4% | +4.7% |
| 7D | +0.1% | -9.3% | +9.4% | +0.1% |
| 30D | +32.2% | -16.5% | +48.8% | +32.3% |
| 3M | +56.4% | -27.2% | +83.6% | +56.5% |
| 6M | +35.2% | -40.0% | +75.2% | +35.3% |
| YTD | -1.6% | -37.2% | +35.7% | -1.5% |
| 1Y | +7.8% | -41.7% | +49.5% | +7.8% |
| 3Y | +20.6% | -43.4% | +64.0% | +18.5% |
| 5Y | +3.8% | -69.5% | +73.2% | +3.0% |
| All | +3.8% | -70.8% | +74.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling