+51.6%
COHR vs QBTS
-66.5%
+118.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -18.6% | -11.8% | -6.8% | -14.7% |
| 30D | -41.5% | -33.6% | -7.9% | -32.4% |
| 3M | -39.7% | -52.5% | +12.7% | -22.8% |
| 6M | -40.9% | -50.4% | +9.5% | -25.9% |
| YTD | +5.7% | -60.3% | +66.0% | +33.2% |
| 1Y | +51.6% | -65.1% | +116.7% | +94.6% |
| All | +51.6% | -66.5% | +118.1% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling