-40.8%
QXO vs CVE
+109.0%
-149.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.9% |
| 7D | -3.9% | +2.0% | -5.8% | -3.4% |
| 30D | -17.4% | +13.2% | -30.6% | -14.6% |
| 3M | -22.5% | +21.7% | -44.2% | -17.9% |
| 6M | -41.4% | +48.4% | -89.8% | -41.7% |
| YTD | -34.1% | +100.1% | -134.2% | -37.4% |
| 1Y | -40.8% | +107.8% | -148.7% | -43.0% |
| All | -40.8% | +109.0% | -149.8% | -43.0% |
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