-5.4%
QXO vs CHRW
+223.9%
-229.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -3.9% | +4.1% | -7.9% | -4.3% |
| 30D | -17.4% | +1.9% | -19.3% | -17.5% |
| 3M | -22.5% | -21.2% | -1.3% | -20.9% |
| 6M | -41.4% | -16.7% | -24.7% | -40.6% |
| YTD | -34.1% | -5.4% | -28.7% | -33.8% |
| 1Y | -40.8% | +21.2% | -62.0% | -41.6% |
| 3Y | -43.9% | +86.5% | -130.4% | -46.1% |
| 5Y | -69.6% | +93.0% | -162.6% | -70.1% |
| 10Y | +41.0% | +174.5% | -133.5% | +69.9% |
| All | -5.4% | +223.9% | -229.3% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling