-70.8%
QXO vs CHRW
+90.8%
-161.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -7.8% | +3.5% | -11.3% | -8.8% |
| 30D | -18.1% | +4.6% | -22.7% | -19.3% |
| 3M | -25.8% | -19.7% | -6.0% | -21.3% |
| 6M | -41.7% | -12.4% | -29.3% | -40.0% |
| YTD | -36.2% | -3.9% | -32.3% | -36.7% |
| 1Y | -42.1% | +18.4% | -60.5% | -46.6% |
| 3Y | -46.2% | +88.8% | -135.0% | -59.1% |
| All | -70.8% | +90.8% | -161.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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