-42.9%
QXO vs CVE
+68.0%
-111.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | +17.3% | -10.0% | +27.2% | +14.1% |
| 30D | +27.0% | -11.9% | +38.9% | +23.3% |
| 3M | -10.7% | -5.9% | -4.8% | -11.8% |
| 6M | -26.8% | -1.6% | -25.3% | -26.1% |
| YTD | -28.8% | +66.3% | -95.1% | -22.2% |
| 1Y | -25.4% | +57.5% | -82.9% | -19.1% |
| 3Y | -42.9% | +65.4% | -108.4% | -83.3% |
| All | -42.9% | +68.0% | -111.0% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling