+41.0%
QXO vs CSGP
+37.7%
+3.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.4% |
| 7D | -3.9% | -5.4% | +1.5% | -2.3% |
| 30D | -17.4% | -6.0% | -11.3% | -16.0% |
| 3M | -22.5% | -12.8% | -9.7% | -20.1% |
| 6M | -41.4% | -38.9% | -2.5% | -33.1% |
| YTD | -34.1% | -56.0% | +21.9% | -17.7% |
| 1Y | -40.8% | -66.4% | +25.6% | -19.5% |
| 3Y | -43.9% | -64.2% | +20.3% | -27.0% |
| 5Y | -69.6% | -67.0% | -2.6% | -60.9% |
| 10Y | +41.0% | +43.8% | -2.8% | -17.2% |
| All | +41.0% | +37.7% | +3.2% | -17.2% |
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