-41.5%
QXO vs CSGP
-63.8%
+22.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +2.9% | -5.1% | +8.0% | +3.6% |
| 30D | -18.0% | +0.3% | -18.3% | -18.0% |
| 3M | -14.7% | -9.1% | -5.6% | -13.8% |
| 6M | -39.2% | -37.3% | -1.9% | -34.4% |
| YTD | -31.3% | -54.9% | +23.6% | -21.1% |
| 1Y | -39.7% | -65.5% | +25.9% | -26.4% |
| 3Y | -41.5% | -63.3% | +21.7% | -30.2% |
| All | -41.5% | -63.8% | +22.3% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling