-25.0%
QXO vs CRS
-3.8%
-21.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +8.7% |
| 7D | +16.6% | +4.3% | +12.3% | +14.7% |
| 30D | +6.6% | -25.5% | +32.0% | +17.9% |
| 3M | -17.5% | -48.7% | +31.2% | +11.7% |
| 6M | -33.8% | -31.6% | -2.2% | -23.3% |
| YTD | -34.4% | -7.0% | -27.3% | -31.6% |
| 1Y | -25.0% | -4.5% | -20.5% | -22.5% |
| All | -25.0% | -3.8% | -21.2% | -22.5% |
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