+9.6%
QXO vs CF
+479.1%
-469.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | +9.0% | +4.8% | +4.2% | +9.0% |
| 30D | +22.0% | +4.7% | +17.3% | +22.0% |
| 3M | -15.4% | +7.4% | -22.8% | -15.4% |
| 6M | -26.0% | +0.6% | -26.6% | -26.0% |
| YTD | -34.7% | +64.1% | -98.8% | -37.1% |
| 1Y | -28.0% | +51.4% | -79.4% | -30.2% |
| 3Y | -47.0% | +67.8% | -114.8% | -49.4% |
| 5Y | -64.2% | +114.1% | -178.3% | -67.0% |
| All | +9.6% | +479.1% | -469.5% | +12.0% |
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