-44.4%
QXO vs CDW
+837.2%
-881.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -3.9% | -4.2% | +0.4% | -2.8% |
| 30D | -17.4% | +4.9% | -22.2% | -18.5% |
| 3M | -22.5% | +7.3% | -29.8% | -24.6% |
| 6M | -41.4% | +19.2% | -60.6% | -45.9% |
| YTD | -34.1% | +6.2% | -40.3% | -37.3% |
| 1Y | -40.8% | -14.0% | -26.8% | -40.0% |
| 3Y | -43.9% | -30.0% | -13.9% | -40.6% |
| 5Y | -69.6% | -23.6% | -46.0% | -69.2% |
| 10Y | +41.0% | +269.4% | -228.4% | -14.3% |
| All | -44.4% | +837.2% | -881.6% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling