-46.2%
QXO vs CMI
+150.2%
-196.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.8% |
| 7D | -7.8% | -0.7% | -7.1% | -7.2% |
| 30D | -18.1% | -12.4% | -5.7% | -9.3% |
| 3M | -25.8% | -14.8% | -11.0% | -16.8% |
| 6M | -41.7% | +0.8% | -42.5% | -43.1% |
| YTD | -36.2% | +10.2% | -46.4% | -41.4% |
| 1Y | -42.1% | +37.4% | -79.5% | -54.7% |
| 3Y | -46.2% | +153.3% | -199.4% | -88.7% |
| All | -46.2% | +150.2% | -196.4% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling