-70.8%
QXO vs CRL
-37.1%
-33.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.2% |
| 7D | -7.8% | -3.5% | -4.2% | -7.1% |
| 30D | -18.1% | -2.1% | -15.9% | -17.7% |
| 3M | -25.8% | +48.0% | -73.7% | -31.6% |
| 6M | -41.7% | +64.7% | -106.5% | -47.7% |
| YTD | -36.2% | +39.5% | -75.7% | -41.0% |
| 1Y | -42.1% | +74.2% | -116.3% | -48.7% |
| 3Y | -46.2% | +39.4% | -85.5% | -53.4% |
| All | -70.8% | -37.1% | -33.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling