+183.3%
CAT vs QBTS
+9.0%
+174.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.3% |
| 3M | -34.7% | -45.0% | +10.3% | -33.2% |
| 6M | -39.5% | -55.2% | +15.7% | -38.0% |
| YTD | -1.7% | -59.2% | +57.5% | +0.5% |
| 1Y | -1.1% | -62.4% | +61.3% | +1.0% |
| 3Y | +143.9% | +1,264.0% | -1,120.1% | +119.3% |
| All | +183.3% | +9.0% | +174.3% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling