-25.0%
QXO vs CRL
+85.3%
-110.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -7.3% | +15.4% | +10.1% |
| 7D | +16.6% | -12.8% | +29.3% | +20.8% |
| 30D | +6.6% | +5.0% | +1.6% | +3.5% |
| 3M | -17.5% | +39.4% | -56.8% | -27.9% |
| 6M | -33.8% | +89.4% | -123.1% | -48.1% |
| YTD | -34.4% | +63.6% | -97.9% | -46.1% |
| 1Y | -25.0% | +83.5% | -108.4% | -42.8% |
| All | -25.0% | +85.3% | -110.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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