+274.4%
CAT vs QBTS
-4.0%
+278.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | +0.9% |
| 7D | +9.3% | +8.7% | +0.6% | +8.9% |
| 30D | -21.5% | -26.5% | +5.0% | -20.6% |
| 3M | -29.1% | -52.6% | +23.5% | -27.1% |
| 6M | -33.4% | -56.0% | +22.6% | -31.7% |
| YTD | +6.6% | -62.4% | +68.9% | +9.3% |
| 1Y | +6.5% | -62.7% | +69.3% | +9.0% |
| 3Y | +162.7% | +1,266.7% | -1,104.0% | +136.7% |
| 5Y | +214.2% | +0.2% | +214.0% | +166.7% |
| All | +274.4% | -4.0% | +278.4% | +238.4% |
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