+34.3%
QXO vs CVE
+177.3%
-143.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -8.7% | +1.6% | -10.3% | -8.8% |
| 30D | -21.0% | +11.7% | -32.7% | -21.6% |
| 3M | -18.4% | +18.2% | -36.6% | -19.6% |
| 6M | -43.0% | +48.8% | -91.8% | -45.2% |
| YTD | -36.3% | +99.4% | -135.7% | -40.3% |
| 1Y | -42.8% | +97.9% | -140.7% | -46.4% |
| 3Y | -45.8% | +76.3% | -122.0% | -49.3% |
| 5Y | -70.8% | +344.6% | -415.4% | -75.4% |
| All | +34.3% | +177.3% | -143.0% | -10.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling