-42.1%
QXO vs CFG
+40.1%
-82.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.9% |
| 7D | -7.8% | -0.4% | -7.4% | -7.4% |
| 30D | -18.1% | -4.6% | -13.5% | -14.8% |
| 3M | -25.8% | +6.7% | -32.4% | -30.0% |
| 6M | -41.7% | +22.1% | -63.8% | -50.6% |
| YTD | -36.2% | +23.2% | -59.4% | -47.2% |
| 1Y | -42.1% | +40.3% | -82.4% | -56.8% |
| All | -42.1% | +40.1% | -82.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling