-63.0%
QXO vs CSGP
-62.4%
-0.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +2.3% | +16.9% | +18.6% |
| 7D | +18.0% | -1.8% | +19.8% | +18.7% |
| 30D | +27.5% | +5.3% | +22.2% | +25.6% |
| 3M | -14.7% | +3.3% | -18.0% | -15.9% |
| 6M | -26.5% | -4.7% | -21.9% | -26.6% |
| YTD | -28.6% | -53.5% | +25.0% | -13.0% |
| 1Y | -19.8% | -53.7% | +33.9% | -2.3% |
| 3Y | -42.1% | -59.7% | +17.7% | -28.3% |
| 5Y | -63.0% | -62.5% | -0.6% | -41.1% |
| All | -63.0% | -62.4% | -0.6% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling