+335.7%
COHR vs QBTS
+63.9%
+271.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +8.3% | +1.3% | +7.0% | +8.2% |
| 30D | -14.1% | -19.0% | +4.9% | -12.3% |
| 3M | -16.0% | -29.5% | +13.5% | -13.1% |
| 6M | +21.5% | -11.2% | +32.6% | +22.4% |
| YTD | +65.4% | -35.8% | +101.2% | +70.3% |
| 1Y | +195.0% | +1.7% | +193.3% | +189.1% |
| 3Y | +830.2% | +1,470.1% | -639.9% | +574.2% |
| 5Y | +397.1% | +72.3% | +324.8% | +250.7% |
| All | +335.7% | +63.9% | +271.8% | +218.5% |
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