-47.0%
QXO vs CLF
-22.9%
-24.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | +9.0% | +10.4% | -1.4% | +7.4% |
| 30D | +22.0% | +0.6% | +21.4% | +20.8% |
| 3M | -15.4% | +4.1% | -19.5% | -17.0% |
| 6M | -26.0% | +15.1% | -41.1% | -28.9% |
| YTD | -34.7% | -4.7% | -29.9% | -36.2% |
| 1Y | -28.0% | +20.4% | -48.3% | -31.9% |
| 3Y | -47.0% | -23.4% | -23.7% | -50.5% |
| All | -47.0% | -22.9% | -24.1% | -50.5% |
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 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