-34.8%
QXO vs CLBK
+65.5%
-100.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -1.5% | -6.3% | -7.4% |
| 30D | -18.1% | -1.0% | -17.1% | -17.9% |
| 3M | -25.8% | +22.9% | -48.7% | -30.0% |
| 6M | -41.7% | +44.2% | -85.9% | -47.3% |
| YTD | -36.2% | +64.0% | -100.2% | -44.3% |
| 1Y | -42.1% | +65.7% | -107.8% | -49.6% |
| 3Y | -46.2% | +54.1% | -100.2% | -53.8% |
| 5Y | -70.7% | +44.7% | -115.4% | -76.3% |
| All | -34.8% | +65.5% | -100.3% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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