+62.3%
QXO vs CVE
+144.4%
-82.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +29.8% | -10.8% | +40.6% | +30.6% |
| 3M | -11.2% | -4.3% | -6.9% | -11.2% |
| 6M | -25.1% | -1.5% | -23.6% | -25.6% |
| YTD | -28.4% | +70.7% | -99.1% | -32.6% |
| 1Y | -27.4% | +58.1% | -85.5% | -31.2% |
| 3Y | -42.6% | +69.8% | -112.5% | -46.7% |
| 5Y | -60.7% | +148.9% | -209.6% | -65.6% |
| 10Y | +62.3% | +143.5% | -81.3% | +17.3% |
| All | +62.3% | +144.4% | -82.1% | +17.3% |
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