+2,483.5%
CLS vs QBTS
+4.2%
+2,479.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.0% | -17.5% | -1.2% |
| 7D | -22.2% | +0.3% | -22.4% | -22.2% |
| 30D | -44.4% | -29.8% | -14.5% | -42.5% |
| 3M | -34.3% | -45.0% | +10.7% | -30.6% |
| 6M | -50.1% | -55.2% | +5.1% | -46.7% |
| YTD | -30.1% | -59.2% | +29.1% | -25.5% |
| 1Y | -39.3% | -62.4% | +23.0% | -35.2% |
| 3Y | +732.7% | +1,264.0% | -531.3% | +576.1% |
| 5Y | +1,777.2% | +8.8% | +1,768.4% | +1,376.4% |
| All | +2,483.5% | +4.2% | +2,479.3% | +2,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling