-41.5%
QXO vs CF
+76.4%
-117.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.5% |
| 7D | +2.9% | -0.9% | +3.8% | +2.6% |
| 30D | -18.0% | +18.1% | -36.1% | -13.0% |
| 3M | -14.7% | +23.4% | -38.1% | -7.8% |
| 6M | -39.2% | +17.1% | -56.3% | -34.4% |
| YTD | -31.3% | +76.2% | -107.5% | -19.9% |
| 1Y | -39.7% | +62.3% | -101.9% | -30.7% |
| 3Y | -41.5% | +71.8% | -113.4% | -5.9% |
| All | -41.5% | +76.4% | -117.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling