-33.8%
CMCSA vs QBTS
+61.8%
-95.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -2.1% | -2.4% | +0.3% | -2.1% |
| 30D | +7.0% | -22.5% | +29.5% | +7.3% |
| 3M | +15.1% | -40.0% | +55.1% | +15.6% |
| 6M | -15.4% | -12.3% | -3.0% | -15.5% |
| YTD | -1.9% | -36.6% | +34.7% | -1.8% |
| 1Y | -12.7% | +8.4% | -21.1% | -13.5% |
| 3Y | -31.0% | +1,380.4% | -1,411.4% | -35.8% |
| 5Y | -46.1% | +69.7% | -115.8% | -49.1% |
| All | -33.8% | +61.8% | -95.6% | -38.1% |
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