-46.2%
QXO vs CLX
-36.5%
-9.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -7.8% | -5.7% | -2.1% | -5.6% |
| 30D | -18.1% | -17.0% | -1.1% | -11.8% |
| 3M | -25.8% | -9.7% | -16.1% | -22.5% |
| 6M | -41.7% | -19.8% | -21.9% | -37.0% |
| YTD | -36.2% | -9.8% | -26.3% | -32.3% |
| 1Y | -42.1% | -26.2% | -15.9% | -36.1% |
| 3Y | -46.2% | -36.2% | -10.0% | -32.5% |
| All | -46.2% | -36.5% | -9.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling