+3,804.4%
CLS vs QBTS
+61.8%
+3,742.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +4.6% | -2.4% | +7.0% | +4.8% |
| 30D | -13.9% | -22.5% | +8.6% | -11.9% |
| 3M | -26.6% | -40.0% | +13.4% | -23.4% |
| 6M | +15.4% | -12.3% | +27.7% | +15.7% |
| YTD | +5.7% | -36.6% | +42.3% | +8.1% |
| 1Y | +41.1% | +8.4% | +32.7% | +37.8% |
| 3Y | +1,228.6% | +1,380.4% | -151.8% | +941.5% |
| 5Y | +3,240.6% | +69.7% | +3,170.9% | +2,416.7% |
| All | +3,804.4% | +61.8% | +3,742.6% | +3,181.8% |
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 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