+9.6%
QXO vs CVE
+149.3%
-139.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +9.0% | +5.9% | +3.1% | +8.6% |
| 30D | +22.0% | -10.9% | +32.8% | +22.7% |
| 3M | -15.4% | -4.5% | -10.9% | -15.4% |
| 6M | -26.0% | -1.0% | -25.0% | -26.4% |
| YTD | -34.7% | +74.7% | -109.4% | -38.6% |
| 1Y | -28.0% | +65.8% | -93.8% | -32.0% |
| 3Y | -47.0% | +73.2% | -120.2% | -50.9% |
| 5Y | -64.2% | +155.6% | -219.8% | -68.7% |
| All | +9.6% | +149.3% | -139.7% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling