-42.1%
QXO vs CMS
-2.9%
-39.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | -7.8% | -1.9% | -5.9% | -6.9% |
| 30D | -18.1% | -4.1% | -14.0% | -16.5% |
| 3M | -25.8% | -7.1% | -18.7% | -23.4% |
| 6M | -41.7% | -10.1% | -31.7% | -38.0% |
| YTD | -36.2% | -1.7% | -34.5% | -33.1% |
| 1Y | -42.1% | -3.4% | -38.7% | -37.1% |
| All | -42.1% | -2.9% | -39.2% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling