-0.7%
QXO vs CL
+153.6%
-154.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.9% |
| 7D | -1.3% | -2.2% | +0.9% | -1.3% |
| 30D | -16.0% | -4.8% | -11.2% | -16.2% |
| 3M | -17.7% | +4.9% | -22.7% | -17.5% |
| 6M | -42.6% | -5.7% | -36.9% | -42.8% |
| YTD | -30.8% | +14.4% | -45.2% | -30.1% |
| 1Y | -35.3% | +8.7% | -44.1% | -34.9% |
| 3Y | -46.3% | +30.0% | -76.3% | -44.7% |
| 5Y | -69.2% | +28.4% | -97.5% | -68.1% |
| 10Y | +62.1% | +50.1% | +12.0% | +70.8% |
| All | -0.7% | +153.6% | -154.3% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling