-69.6%
QXO vs CF
+247.6%
-317.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -3.9% |
| 7D | -3.9% | -0.8% | -3.0% | -3.9% |
| 30D | -17.4% | +14.3% | -31.6% | -16.4% |
| 3M | -22.5% | +27.9% | -50.4% | -21.0% |
| 6M | -41.4% | +25.5% | -66.9% | -40.7% |
| YTD | -34.1% | +81.2% | -115.3% | -34.2% |
| 1Y | -40.8% | +66.5% | -107.3% | -40.8% |
| 3Y | -43.9% | +76.7% | -120.6% | -42.8% |
| 5Y | -69.6% | +237.8% | -307.4% | -77.1% |
| All | -69.6% | +247.6% | -317.2% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling