-70.8%
QXO vs CDW
-23.8%
-47.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -8.7% | -7.4% | -1.3% | -7.0% |
| 30D | -21.0% | +5.8% | -26.8% | -22.1% |
| 3M | -18.4% | +10.8% | -29.2% | -21.2% |
| 6M | -43.0% | +21.5% | -64.5% | -47.8% |
| YTD | -36.3% | +6.4% | -42.6% | -39.4% |
| 1Y | -42.8% | -14.8% | -28.0% | -41.2% |
| 3Y | -45.8% | -29.9% | -15.9% | -42.5% |
| 5Y | -70.8% | -22.9% | -47.9% | -67.8% |
| All | -70.8% | -23.8% | -47.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling