-26.4%
QXO vs CRBG
+117.3%
-143.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | -7.8% | +0.6% | -8.4% | -7.9% |
| 30D | -18.1% | +2.6% | -20.7% | -18.7% |
| 3M | -25.8% | +24.0% | -49.7% | -29.9% |
| 6M | -41.7% | +50.5% | -92.2% | -47.5% |
| YTD | -36.2% | +17.1% | -53.3% | -39.4% |
| 1Y | -42.1% | +5.9% | -48.0% | -44.2% |
| 3Y | -46.2% | +122.7% | -168.9% | -54.4% |
| All | -26.4% | +117.3% | -143.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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