-50.1%
CLS vs QBTS
-51.3%
+1.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.0% | -17.5% | -5.8% |
| 7D | -22.2% | +0.3% | -22.4% | -22.3% |
| 30D | -44.4% | -29.8% | -14.5% | -37.5% |
| 3M | -34.3% | -45.0% | +10.7% | -20.9% |
| 6M | -50.1% | -55.2% | +5.1% | -37.8% |
| All | -50.1% | -51.3% | +1.2% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling