+34.5%
QXO vs CMI
+516.5%
-482.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.4% |
| 7D | -7.8% | -0.7% | -7.1% | -7.5% |
| 30D | -18.1% | -12.4% | -5.7% | -13.4% |
| 3M | -25.8% | -14.8% | -11.0% | -20.8% |
| 6M | -41.7% | +0.8% | -42.5% | -41.7% |
| YTD | -36.2% | +10.2% | -46.4% | -37.8% |
| 1Y | -42.1% | +37.4% | -79.5% | -47.7% |
| 3Y | -46.2% | +153.3% | -199.4% | -60.2% |
| 5Y | -70.7% | +167.6% | -238.3% | -79.0% |
| All | +34.5% | +516.5% | -482.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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