+626.9%
CEG vs QBTS
+74.5%
+552.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | +1.3% | +3.8% | -2.5% | +1.1% |
| 30D | +8.8% | -15.2% | +24.1% | +9.7% |
| 3M | +17.0% | -27.2% | +44.2% | +18.4% |
| 6M | -8.7% | -10.1% | +1.4% | -9.3% |
| YTD | -16.4% | -34.5% | +18.1% | -15.9% |
| 1Y | -1.8% | +6.0% | -7.8% | -3.7% |
| 3Y | +175.8% | +1,779.3% | -1,603.5% | +142.7% |
| All | +626.9% | +74.5% | +552.4% | +398.9% |
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