-0.7%
QXO vs CVE
+31.9%
-32.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | -16.0% | +16.7% | -32.8% | -16.9% |
| 3M | -17.7% | +9.3% | -27.0% | -18.4% |
| 6M | -42.6% | +43.6% | -86.2% | -44.4% |
| YTD | -30.8% | +93.6% | -124.4% | -34.4% |
| 1Y | -35.3% | +98.8% | -134.1% | -38.9% |
| 3Y | -46.3% | +73.6% | -119.9% | -49.2% |
| 5Y | -69.2% | +312.5% | -381.7% | -73.1% |
| 10Y | +62.1% | +161.0% | -98.9% | +30.4% |
| All | -0.7% | +31.9% | -32.6% | -20.8% |
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