-46.2%
QXO vs CLF
-18.1%
-28.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.9% |
| 7D | -8.7% | -3.7% | -5.0% | -8.1% |
| 30D | -21.0% | -4.7% | -16.3% | -20.4% |
| 3M | -18.4% | -4.7% | -13.7% | -18.1% |
| 6M | -43.0% | +24.0% | -67.0% | -45.4% |
| YTD | -36.3% | -10.9% | -25.4% | -36.3% |
| 1Y | -42.8% | +4.0% | -46.8% | -44.7% |
| All | -46.2% | -18.1% | -28.1% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling