-27.4%
QXO vs CVE
+60.9%
-88.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +1.6% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +29.8% | -10.8% | +40.6% | +24.4% |
| 3M | -11.2% | -4.3% | -6.9% | -12.4% |
| 6M | -25.1% | -1.5% | -23.6% | -23.8% |
| YTD | -28.4% | +70.7% | -99.1% | -29.5% |
| 1Y | -27.4% | +58.1% | -85.5% | -27.9% |
| All | -27.4% | +60.9% | -88.3% | -27.9% |
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