-1.4%
QXO vs CLF
-79.4%
+78.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | +2.9% | +6.5% | -3.6% | +2.1% |
| 30D | -18.0% | +0.2% | -18.3% | -18.1% |
| 3M | -14.7% | -3.1% | -11.7% | -14.7% |
| 6M | -39.2% | +25.0% | -64.2% | -41.1% |
| YTD | -31.3% | -7.5% | -23.9% | -31.5% |
| 1Y | -39.7% | +11.5% | -51.2% | -41.5% |
| 3Y | -41.5% | -13.7% | -27.8% | -43.0% |
| 5Y | -67.0% | -47.0% | -20.0% | -67.3% |
| 10Y | +44.7% | +116.3% | -71.6% | +10.0% |
| All | -1.4% | -79.4% | +78.0% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling