+38.8%
QXO vs CVE
+178.3%
-139.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -3.9% | +2.0% | -5.8% | -4.0% |
| 30D | -17.4% | +13.2% | -30.6% | -18.1% |
| 3M | -22.5% | +21.7% | -44.2% | -23.8% |
| 6M | -41.4% | +48.4% | -89.8% | -43.6% |
| YTD | -34.1% | +100.1% | -134.2% | -38.3% |
| 1Y | -40.8% | +107.8% | -148.7% | -44.8% |
| 3Y | -43.9% | +76.9% | -120.8% | -47.5% |
| 5Y | -69.6% | +346.2% | -415.8% | -74.4% |
| All | +38.8% | +178.3% | -139.4% | -7.6% |
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