-5.4%
QXO vs CRL
+693.0%
-698.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -3.9% | -4.6% | +0.7% | -3.2% |
| 30D | -17.4% | +0.5% | -17.8% | -17.4% |
| 3M | -22.5% | +46.6% | -69.1% | -26.7% |
| 6M | -41.4% | +57.3% | -98.7% | -45.3% |
| YTD | -34.1% | +39.5% | -73.6% | -37.6% |
| 1Y | -40.8% | +76.9% | -117.7% | -45.6% |
| 3Y | -43.9% | +39.4% | -83.3% | -48.9% |
| 5Y | -69.6% | -37.2% | -32.4% | -70.7% |
| 10Y | +41.0% | +253.4% | -212.5% | +37.5% |
| All | -5.4% | +693.0% | -698.5% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling