+402.3%
CAT vs QBTS
+61.8%
+340.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.8% |
| 7D | +1.7% | -2.4% | +4.1% | +1.8% |
| 30D | -6.6% | -22.5% | +15.9% | -5.7% |
| 3M | -13.3% | -40.0% | +26.7% | -11.9% |
| 6M | +11.6% | -12.3% | +23.9% | +11.3% |
| YTD | +42.9% | -36.6% | +79.5% | +43.8% |
| 1Y | +95.4% | +8.4% | +87.0% | +93.0% |
| 3Y | +196.6% | +1,380.4% | -1,183.8% | +163.6% |
| 5Y | +321.7% | +69.7% | +252.0% | +250.8% |
| All | +402.3% | +61.8% | +340.6% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling