+34.5%
QXO vs CI
+144.2%
-109.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | -18.1% | +1.8% | -19.9% | -18.4% |
| 3M | -25.8% | -4.2% | -21.5% | -25.4% |
| 6M | -41.7% | +8.8% | -50.6% | -42.8% |
| YTD | -36.2% | +3.7% | -39.9% | -36.8% |
| 1Y | -42.1% | -6.1% | -36.0% | -41.9% |
| 3Y | -46.2% | +4.5% | -50.6% | -47.7% |
| 5Y | -70.7% | +50.5% | -121.2% | -73.4% |
| All | +34.5% | +144.2% | -109.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling