-35.3%
QXO vs CG
-24.3%
-11.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.2% |
| 7D | -1.3% | -4.3% | +3.1% | +1.4% |
| 30D | -16.0% | -5.1% | -11.0% | -13.5% |
| 3M | -17.7% | +8.7% | -26.4% | -21.4% |
| 6M | -42.6% | -9.2% | -33.4% | -39.6% |
| YTD | -30.8% | -18.9% | -11.9% | -22.5% |
| 1Y | -35.3% | -25.6% | -9.7% | -27.1% |
| All | -35.3% | -24.3% | -11.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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