-25.0%
QXO vs CVE
+73.4%
-98.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -7.6% | +15.8% | +5.2% |
| 7D | +16.6% | -12.1% | +28.7% | +11.6% |
| 30D | +6.6% | -9.8% | +16.4% | +3.0% |
| 3M | -17.5% | -0.7% | -16.8% | -17.4% |
| 6M | -33.8% | -4.3% | -29.5% | -32.8% |
| YTD | -34.4% | +70.6% | -105.0% | -39.1% |
| 1Y | -25.0% | +73.2% | -98.1% | -32.1% |
| All | -25.0% | +73.4% | -98.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling