+503.9%
CIFR vs QXO
-47.1%
+551.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -5.0% | -7.8% | +2.8% | -4.6% |
| 30D | -5.7% | -18.1% | +12.4% | -4.6% |
| 3M | -25.5% | -25.8% | +0.2% | -24.4% |
| 6M | +19.4% | -41.7% | +61.1% | +22.8% |
| YTD | +14.2% | -36.2% | +50.3% | +17.0% |
| 1Y | +69.0% | -42.1% | +111.1% | +73.9% |
| 3Y | +503.9% | -46.2% | +550.1% | +488.5% |
| All | +503.9% | -47.1% | +551.0% | +488.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling