+407.6%
CAT vs QBTS
+72.4%
+335.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.5% | +0.8% |
| 7D | +5.6% | +6.8% | -1.3% | +5.3% |
| 30D | -2.3% | -14.9% | +12.5% | -1.8% |
| 3M | -10.0% | -31.6% | +21.6% | -9.0% |
| 6M | +21.2% | -4.9% | +26.2% | +20.5% |
| YTD | +44.4% | -32.4% | +76.9% | +44.9% |
| 1Y | +96.3% | +14.6% | +81.7% | +93.3% |
| 3Y | +203.9% | +1,839.6% | -1,635.7% | +168.6% |
| 5Y | +333.5% | +81.2% | +252.3% | +259.7% |
| All | +407.6% | +72.4% | +335.2% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling