+270.5%
CAT vs QBTS
+11.9%
+258.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.4% | -0.2% | +6.9% |
| 7D | -2.4% | +13.7% | -16.1% | -3.0% |
| 30D | -25.0% | -21.3% | -3.7% | -24.4% |
| 3M | -28.7% | -44.7% | +16.0% | -27.2% |
| 6M | -33.0% | -49.2% | +16.2% | -31.7% |
| YTD | +5.4% | -56.1% | +61.6% | +7.4% |
| 1Y | +7.3% | -61.1% | +68.4% | +9.4% |
| 3Y | +166.0% | +1,511.0% | -1,344.9% | +138.2% |
| 5Y | +210.1% | +16.6% | +193.5% | +161.6% |
| All | +270.5% | +11.9% | +258.6% | +232.7% |
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