+34.5%
QXO vs CDW
+300.6%
-266.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -1.9% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -18.1% | +13.1% | -31.2% | -20.8% |
| 3M | -25.8% | +19.7% | -45.4% | -29.9% |
| 6M | -41.7% | +30.7% | -72.4% | -47.5% |
| YTD | -36.2% | +14.7% | -50.9% | -40.5% |
| 1Y | -42.1% | -5.3% | -36.8% | -42.8% |
| 3Y | -46.2% | -23.8% | -22.3% | -44.2% |
| 5Y | -70.7% | -16.8% | -53.9% | -71.0% |
| All | +34.5% | +300.6% | -266.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling