-70.8%
QXO vs CBRE
+43.6%
-114.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.3% |
| 7D | -7.8% | -5.0% | -2.8% | -6.7% |
| 30D | -18.1% | -4.7% | -13.4% | -17.2% |
| 3M | -25.8% | +6.5% | -32.3% | -26.6% |
| 6M | -41.7% | +6.1% | -47.8% | -42.3% |
| YTD | -36.2% | -12.6% | -23.6% | -35.2% |
| 1Y | -42.1% | -15.3% | -26.8% | -40.9% |
| 3Y | -46.2% | +64.6% | -110.8% | -52.3% |
| All | -70.8% | +43.6% | -114.4% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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