-70.8%
QXO vs CRS
+1,363.4%
-1,434.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -7.8% | -6.8% | -1.0% | -6.3% |
| 30D | -18.1% | -16.1% | -2.0% | -14.7% |
| 3M | -25.8% | -21.2% | -4.6% | -21.5% |
| 6M | -41.7% | +8.7% | -50.4% | -42.5% |
| YTD | -36.2% | +41.0% | -77.2% | -40.1% |
| 1Y | -42.1% | +82.7% | -124.8% | -48.4% |
| 3Y | -46.2% | +604.8% | -650.9% | -62.2% |
| All | -70.8% | +1,363.4% | -1,434.2% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling