+2.2%
QXO vs CVE
+13.3%
-11.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +17.3% | -10.0% | +27.2% | +17.9% |
| 30D | +27.0% | -11.9% | +38.9% | +27.7% |
| 3M | -10.7% | -5.9% | -4.8% | -10.7% |
| 6M | -26.8% | -1.6% | -25.3% | -27.2% |
| YTD | -28.8% | +66.3% | -95.1% | -32.1% |
| 1Y | -25.4% | +57.5% | -82.9% | -28.6% |
| 3Y | -42.9% | +65.4% | -108.4% | -46.2% |
| 5Y | -61.6% | +144.2% | -205.8% | -65.4% |
| 10Y | +61.3% | +135.5% | -74.2% | +30.7% |
| All | +2.2% | +13.3% | -11.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling