+34.5%
QXO vs CL
+54.0%
-19.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -7.8% | -2.2% | -5.6% | -7.5% |
| 30D | -18.1% | -6.0% | -12.1% | -17.3% |
| 3M | -25.8% | -2.3% | -23.4% | -25.5% |
| 6M | -41.7% | -2.0% | -39.7% | -41.6% |
| YTD | -36.2% | +11.8% | -48.0% | -37.2% |
| 1Y | -42.1% | +5.8% | -47.9% | -42.6% |
| 3Y | -46.2% | +25.9% | -72.1% | -47.8% |
| 5Y | -70.7% | +26.9% | -97.7% | -71.9% |
| All | +34.5% | +54.0% | -19.5% | +38.5% |
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