Yup, biggest problem with the CX in even a slight breeze is the lack of power. You suddenly find yourself with full forward cyclic facing into the wind and still going backwards. Reducing the throttle to avoid climbing just costs you MORE forward thrust so you go backwards faster but hopefully start sinking too.

Basically the darn thing has enough thrust to lift into the air, but very little angular thrust available. It weighs so little it doesn't need it until you are dealing with outside forces. Heck, even with the AC vent closed as far as it can in a spare room mine would still get pushed around depending on whether you were in that airstream or not and I could barely feel the air moving.

Turn off any fans, AC, close windows... then fly it. If there's any breeze outside don't bother and definitely don't get very high. Ten feet up there can be a lot more airflow than ground level, twenty feet up you really start changing things...

This is actually one reason I'm moving to a T-rex from my Blade CP even though I'm far from mastering hovering with it. The CP is an order of magnitude better than the CX with wind but it's still a small and light heli and more than one of my crashes was caused by relatively minor changes in the breeze. A better pilot might not have had a problem, but the T-rex probably wouldn't have even noticed it enough to do more than slide a bit.