-29.6%
QXO vs CFG
+390.8%
-420.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +2.9% | +2.7% | +0.2% | +2.2% |
| 30D | -18.0% | -3.7% | -14.3% | -17.3% |
| 3M | -14.7% | +9.5% | -24.2% | -16.4% |
| 6M | -39.2% | +22.2% | -61.5% | -41.7% |
| YTD | -31.3% | +22.3% | -53.6% | -34.2% |
| 1Y | -39.7% | +39.4% | -79.1% | -43.7% |
| 3Y | -41.5% | +188.5% | -230.0% | -53.4% |
| 5Y | -67.0% | +101.5% | -168.5% | -72.4% |
| 10Y | +44.7% | +308.6% | -263.9% | +6.4% |
| All | -29.6% | +390.8% | -420.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling