+34.5%
QXO vs CMS
+118.9%
-84.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -7.8% | -1.9% | -5.9% | -7.6% |
| 30D | -18.1% | -4.1% | -14.0% | -17.7% |
| 3M | -25.8% | -7.1% | -18.7% | -25.1% |
| 6M | -41.7% | -10.1% | -31.7% | -40.9% |
| YTD | -36.2% | -1.7% | -34.5% | -35.9% |
| 1Y | -42.1% | -3.4% | -38.7% | -41.7% |
| 3Y | -46.2% | +31.6% | -77.7% | -48.9% |
| 5Y | -70.7% | +23.3% | -94.0% | -72.2% |
| All | +34.5% | +118.9% | -84.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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