-1.4%
QXO vs CMS
+393.8%
-395.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +2.9% | +1.2% | +1.7% | +3.0% |
| 30D | -18.0% | -3.2% | -14.9% | -18.2% |
| 3M | -14.7% | -2.2% | -12.5% | -14.9% |
| 6M | -39.2% | -9.4% | -29.8% | -39.7% |
| YTD | -31.3% | +0.7% | -32.0% | -31.1% |
| 1Y | -39.7% | +0.4% | -40.0% | -39.5% |
| 3Y | -41.5% | +35.2% | -76.7% | -38.9% |
| 5Y | -67.0% | +24.1% | -91.1% | -65.6% |
| 10Y | +44.7% | +115.8% | -71.1% | +99.1% |
| All | -1.4% | +393.8% | -395.2% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling