+138.2%
CIFR vs QBTS
+1,125.6%
-987.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.2% | -3.2% |
| 7D | +4.8% | -10.5% | +15.3% | +8.4% |
| 30D | -31.0% | -20.5% | -10.5% | -25.2% |
| 3M | -58.7% | -54.3% | -4.5% | -47.2% |
| 6M | -67.7% | -55.4% | -12.3% | -59.3% |
| YTD | -53.5% | -63.4% | +9.9% | -38.7% |
| 1Y | -54.1% | -59.1% | +5.1% | -41.6% |
| 3Y | +138.2% | +1,216.8% | -1,078.6% | -41.9% |
| All | +138.2% | +1,125.6% | -987.4% | -41.9% |
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 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