+598.5%
CEG vs QBTS
+0.3%
+598.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.6% | +10.4% | +3.2% |
| 7D | +17.8% | +8.7% | +9.1% | +17.2% |
| 30D | -4.5% | -26.5% | +21.9% | -3.0% |
| 3M | +1.5% | -52.6% | +54.0% | +5.4% |
| 6M | -3.5% | -56.0% | +52.5% | -0.2% |
| YTD | -19.7% | -62.4% | +42.7% | -16.9% |
| 1Y | -19.8% | -62.7% | +42.9% | -17.2% |
| 3Y | +136.4% | +1,266.7% | -1,130.2% | +114.0% |
| All | +598.5% | +0.3% | +598.2% | +393.2% |
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 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