-67.0%
QXO vs CVE
+327.8%
-394.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -18.0% | +17.5% | -35.5% | -18.3% |
| 3M | -14.7% | +16.2% | -30.9% | -15.0% |
| 6M | -39.2% | +47.8% | -87.0% | -40.9% |
| YTD | -31.3% | +98.5% | -129.8% | -34.7% |
| 1Y | -39.7% | +109.8% | -149.4% | -42.9% |
| 3Y | -41.5% | +75.5% | -117.0% | -44.5% |
| 5Y | -67.0% | +341.6% | -408.6% | -76.5% |
| All | -67.0% | +327.8% | -394.8% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling