-70.8%
QXO vs CFG
+96.1%
-166.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -8.7% | -1.7% | -7.0% | -8.1% |
| 30D | -21.0% | -4.6% | -16.4% | -19.7% |
| 3M | -18.4% | +7.9% | -26.3% | -20.3% |
| 6M | -43.0% | +19.9% | -62.9% | -46.0% |
| YTD | -36.3% | +21.7% | -58.0% | -40.0% |
| 1Y | -42.8% | +38.4% | -81.2% | -48.0% |
| 3Y | -45.8% | +187.0% | -232.8% | -59.5% |
| 5Y | -70.8% | +99.5% | -170.3% | -77.8% |
| All | -70.8% | +96.1% | -166.9% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling