+62.3%
QXO vs CSGP
+65.4%
-3.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +9.1% | -7.1% | +16.2% | +11.5% |
| 30D | +29.8% | +3.6% | +26.2% | +28.1% |
| 3M | -11.2% | -2.7% | -8.5% | -11.1% |
| 6M | -25.1% | -8.0% | -17.1% | -24.6% |
| YTD | -28.4% | -55.0% | +26.6% | -11.4% |
| 1Y | -27.4% | -55.8% | +28.4% | -9.8% |
| 3Y | -42.6% | -62.0% | +19.4% | -26.8% |
| 5Y | -60.7% | -62.9% | +2.2% | -51.3% |
| 10Y | +62.3% | +62.6% | -0.3% | -25.3% |
| All | +62.3% | +65.4% | -3.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling