+1,242.3%
CLS vs QBTS
+1,494.2%
-251.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +4.6% | -2.4% | +7.0% | +4.9% |
| 30D | -13.9% | -22.5% | +8.6% | -10.9% |
| 3M | -26.6% | -40.0% | +13.4% | -21.9% |
| 6M | +15.4% | -12.3% | +27.7% | +15.7% |
| YTD | +5.7% | -36.6% | +42.3% | +9.1% |
| 1Y | +41.1% | +8.4% | +32.7% | +35.6% |
| All | +1,242.3% | +1,494.2% | -251.9% | +701.5% |
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