-35.3%
QXO vs CRS
+102.1%
-137.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | -16.0% | -16.6% | +0.6% | -9.5% |
| 3M | -17.7% | -3.5% | -14.3% | -16.2% |
| 6M | -42.6% | +15.4% | -58.0% | -45.4% |
| YTD | -30.8% | +51.2% | -82.0% | -37.5% |
| 1Y | -35.3% | +98.3% | -133.6% | -43.2% |
| All | -35.3% | +102.1% | -137.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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