+11.4%
QXO vs CSGP
+61.2%
-49.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.7% | -7.1% |
| 7D | +10.1% | -6.1% | +16.1% | +12.0% |
| 30D | +16.2% | +0.3% | +15.9% | +15.8% |
| 3M | -14.8% | -1.3% | -13.5% | -15.0% |
| 6M | -27.8% | -8.9% | -18.9% | -27.1% |
| YTD | -33.6% | -55.2% | +21.6% | -18.4% |
| 1Y | -31.8% | -56.4% | +24.6% | -15.6% |
| 3Y | -46.8% | -62.2% | +15.5% | -32.6% |
| 5Y | -63.6% | -63.7% | +0.1% | -55.0% |
| All | +11.4% | +61.2% | -49.8% | -17.7% |
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