-70.3%
QXO vs CMS
+36.3%
-106.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +9.0% | +1.7% | +7.3% | +9.0% |
| 30D | +22.0% | +6.2% | +15.8% | +22.1% |
| 3M | -15.4% | +0.6% | -16.0% | -15.5% |
| 6M | -26.0% | -1.8% | -24.2% | -26.1% |
| YTD | -34.7% | +3.8% | -38.5% | -34.2% |
| 1Y | -28.0% | -1.8% | -26.2% | -27.8% |
| 3Y | -47.0% | +39.8% | -86.9% | -45.1% |
| All | -70.3% | +36.3% | -106.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling