+70.7%
CIFR vs QXO
-15.6%
+86.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -8.4% |
| 7D | +11.3% | -3.9% | +15.2% | +11.7% |
| 30D | +3.5% | -17.4% | +20.9% | +4.9% |
| 3M | -26.6% | -22.5% | -4.1% | -25.4% |
| 6M | +18.1% | -41.4% | +59.5% | +22.3% |
| YTD | +14.5% | -34.1% | +48.6% | +17.8% |
| 1Y | +83.3% | -40.8% | +124.1% | +89.7% |
| 3Y | +461.5% | -43.9% | +505.4% | +405.8% |
| 5Y | +29.3% | -69.6% | +98.9% | +11.6% |
| All | +70.7% | -15.6% | +86.3% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling