-70.8%
QXO vs CG
-2.7%
-68.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -7.8% | -9.9% | +2.1% | -5.3% |
| 30D | -18.1% | -11.7% | -6.4% | -15.4% |
| 3M | -25.8% | -4.3% | -21.5% | -24.8% |
| 6M | -41.7% | -8.8% | -33.0% | -40.2% |
| YTD | -36.2% | -26.9% | -9.3% | -31.3% |
| 1Y | -42.1% | -35.4% | -6.7% | -36.2% |
| 3Y | -46.2% | +43.0% | -89.2% | -52.0% |
| All | -70.8% | -2.7% | -68.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling