+9.6%
QXO vs CL
+88.0%
-78.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | +9.0% | +3.2% | +5.8% | +8.5% |
| 30D | +22.0% | +8.0% | +13.9% | +20.7% |
| 3M | -15.4% | +7.9% | -23.2% | -16.3% |
| 6M | -26.0% | +14.7% | -40.7% | -27.4% |
| YTD | -34.7% | +29.2% | -63.8% | -36.8% |
| 1Y | -28.0% | +29.5% | -57.5% | -30.3% |
| 3Y | -47.0% | +40.7% | -87.7% | -49.3% |
| 5Y | -64.2% | +43.9% | -108.1% | -66.0% |
| All | +9.6% | +88.0% | -78.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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