+34.5%
QXO vs CFG
+316.8%
-282.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | -4.6% | -13.5% | -17.1% |
| 3M | -25.8% | +6.7% | -32.4% | -26.9% |
| 6M | -41.7% | +22.1% | -63.8% | -44.3% |
| YTD | -36.2% | +23.2% | -59.4% | -39.1% |
| 1Y | -42.1% | +40.3% | -82.4% | -46.3% |
| 3Y | -46.2% | +187.9% | -234.0% | -57.7% |
| 5Y | -70.7% | +102.0% | -172.7% | -75.8% |
| All | +34.5% | +316.8% | -282.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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