+34.5%
QXO vs CLX
-3.7%
+38.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -7.8% | -5.7% | -2.1% | -6.4% |
| 30D | -18.1% | -17.0% | -1.1% | -14.2% |
| 3M | -25.8% | -9.7% | -16.1% | -23.7% |
| 6M | -41.7% | -19.8% | -21.9% | -38.6% |
| YTD | -36.2% | -9.8% | -26.3% | -34.2% |
| 1Y | -42.1% | -26.2% | -15.9% | -38.1% |
| 3Y | -46.2% | -36.2% | -10.0% | -40.9% |
| 5Y | -70.7% | -38.3% | -32.4% | -68.0% |
| All | +34.5% | -3.7% | +38.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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