-71.1%
CIFR vs QXO
-25.8%
-45.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +8.1% | -28.1% | -22.8% |
| 7D | -26.7% | +16.6% | -43.3% | -31.6% |
| 30D | -58.0% | +6.6% | -64.6% | -59.4% |
| 3M | -68.1% | -17.5% | -50.6% | -66.0% |
| 6M | -63.7% | -33.8% | -29.9% | -57.4% |
| YTD | -56.0% | -34.4% | -21.6% | -49.5% |
| 1Y | -71.1% | -25.0% | -46.2% | -67.2% |
| All | -71.1% | -25.8% | -45.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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