+143.9%
CAT vs QBTS
+1,081.4%
-937.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.0% | -17.1% | -0.1% |
| 7D | -10.3% | +0.3% | -10.6% | -10.4% |
| 30D | -31.2% | -29.8% | -1.4% | -29.9% |
| 3M | -34.7% | -45.0% | +10.3% | -32.7% |
| 6M | -39.5% | -55.2% | +15.7% | -37.5% |
| YTD | -1.7% | -59.2% | +57.5% | +1.3% |
| 1Y | -1.1% | -62.4% | +61.3% | +1.8% |
| 3Y | +143.9% | +1,264.0% | -1,120.1% | +108.2% |
| All | +143.9% | +1,081.4% | -937.6% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling