+42.2%
CMG vs QBTS
+72.4%
-30.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.1% |
| 7D | -1.5% | +6.8% | -8.3% | -1.6% |
| 30D | +12.7% | -14.9% | +27.6% | +13.0% |
| 3M | +26.3% | -31.6% | +57.9% | +26.9% |
| 6M | +4.5% | -4.9% | +9.4% | +3.9% |
| YTD | -0.1% | -32.4% | +32.3% | -0.2% |
| 1Y | -6.8% | +14.6% | -21.4% | -8.0% |
| 3Y | -5.0% | +1,839.6% | -1,844.6% | -11.9% |
| 5Y | -3.0% | +81.2% | -84.3% | -7.4% |
| All | +42.2% | +72.4% | -30.2% | +40.1% |
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