-29.6%
CLS vs QBTS
-66.5%
+36.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.1% | -9.1% | -9.1% |
| 7D | -21.1% | -11.8% | -9.3% | -17.7% |
| 30D | -38.2% | -33.6% | -4.6% | -29.4% |
| 3M | -36.3% | -52.5% | +16.1% | -19.6% |
| 6M | -43.8% | -50.4% | +6.6% | -32.4% |
| YTD | -20.0% | -60.3% | +40.3% | -0.9% |
| 1Y | -29.6% | -65.1% | +35.5% | -8.9% |
| All | -29.6% | -66.5% | +36.9% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling