-5.4%
QXO vs CBRE
+651.0%
-656.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -17.4% | -3.0% | -14.4% | -17.1% |
| 3M | -22.5% | +2.6% | -25.1% | -22.6% |
| 6M | -41.4% | +2.0% | -43.4% | -41.5% |
| YTD | -34.1% | -13.1% | -21.0% | -33.5% |
| 1Y | -40.8% | -13.8% | -27.0% | -40.2% |
| 3Y | -43.9% | +63.9% | -107.8% | -46.6% |
| 5Y | -69.6% | +42.3% | -111.9% | -70.9% |
| 10Y | +41.0% | +401.2% | -360.2% | +38.5% |
| All | -5.4% | +651.0% | -656.4% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling