-25.0%
QXO vs CLF
+12.5%
-37.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -9.2% | +17.3% | +9.5% |
| 7D | +16.6% | -7.9% | +24.5% | +17.8% |
| 30D | +6.6% | +5.2% | +1.3% | +3.9% |
| 3M | -17.5% | +4.3% | -21.8% | -19.8% |
| 6M | -33.8% | +25.3% | -59.1% | -38.9% |
| YTD | -34.4% | -3.3% | -31.1% | -37.6% |
| 1Y | -25.0% | +20.2% | -45.2% | -33.5% |
| All | -25.0% | +12.5% | -37.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling