-70.8%
QXO vs CL
+27.8%
-98.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.7% | -2.4% | -6.3% | -8.4% |
| 30D | -21.0% | -4.8% | -16.2% | -20.4% |
| 3M | -18.4% | -1.7% | -16.7% | -18.2% |
| 6M | -43.0% | -3.8% | -39.2% | -42.9% |
| YTD | -36.3% | +13.3% | -49.5% | -36.9% |
| 1Y | -42.8% | +8.3% | -51.1% | -43.1% |
| 3Y | -45.8% | +28.8% | -74.6% | -45.5% |
| 5Y | -70.8% | +28.5% | -99.3% | -72.2% |
| All | -70.8% | +27.8% | -98.6% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling