-0.7%
QXO vs CSGP
+351.5%
-352.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -1.3% | -4.1% | +2.8% | -0.2% |
| 30D | -16.0% | +2.3% | -18.4% | -16.7% |
| 3M | -17.7% | -8.2% | -9.6% | -16.5% |
| 6M | -42.6% | -35.1% | -7.5% | -36.1% |
| YTD | -30.8% | -54.0% | +23.2% | -15.9% |
| 1Y | -35.3% | -65.3% | +30.0% | -14.7% |
| 3Y | -46.3% | -62.6% | +16.3% | -32.1% |
| 5Y | -69.2% | -64.8% | -4.4% | -61.6% |
| 10Y | +62.1% | +45.1% | +17.0% | +32.9% |
| All | -0.7% | +351.5% | -352.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling