-1.3%
CAT vs QBTS
-64.5%
+63.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.0% | -17.1% | -1.6% |
| 7D | -10.3% | +0.3% | -10.6% | -10.5% |
| 30D | -31.2% | -29.8% | -1.4% | -28.1% |
| 3M | -34.7% | -45.0% | +10.3% | -29.8% |
| 6M | -39.5% | -55.2% | +15.7% | -34.4% |
| YTD | -1.7% | -59.2% | +57.5% | +5.1% |
| All | -1.3% | -64.5% | +63.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling