-35.3%
QXO vs CVE
+99.6%
-134.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -1.2% |
| 7D | -1.3% | +2.5% | -3.8% | -0.5% |
| 30D | -16.0% | +16.7% | -32.8% | -12.3% |
| 3M | -17.7% | +9.3% | -27.0% | -13.6% |
| 6M | -42.6% | +43.6% | -86.2% | -42.5% |
| YTD | -30.8% | +93.6% | -124.4% | -32.4% |
| 1Y | -35.3% | +98.8% | -134.1% | -34.9% |
| All | -35.3% | +99.6% | -134.9% | -34.9% |
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