+34.3%
QXO vs CF
+606.5%
-572.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.3% |
| 7D | -8.7% | -2.0% | -6.7% | -8.7% |
| 30D | -21.0% | +15.3% | -36.2% | -21.0% |
| 3M | -18.4% | +24.3% | -42.7% | -18.5% |
| 6M | -43.0% | +23.9% | -66.9% | -43.5% |
| YTD | -36.3% | +77.3% | -113.5% | -38.0% |
| 1Y | -42.8% | +58.7% | -101.5% | -44.1% |
| 3Y | -45.8% | +72.8% | -118.6% | -47.3% |
| 5Y | -70.8% | +228.8% | -299.5% | -73.1% |
| All | +34.3% | +606.5% | -572.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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