+284.2%
COP vs QBTS
+67.0%
+217.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.1% |
| 7D | -0.5% | +3.8% | -4.3% | -0.5% |
| 30D | +11.7% | -15.2% | +26.9% | +11.8% |
| 3M | +17.7% | -27.2% | +44.9% | +17.9% |
| 6M | +18.3% | -10.1% | +28.4% | +18.1% |
| YTD | +49.1% | -34.5% | +83.6% | +49.2% |
| 1Y | +53.3% | +6.0% | +47.3% | +52.4% |
| 3Y | +22.2% | +1,779.3% | -1,757.1% | +16.2% |
| 5Y | +193.3% | +75.4% | +117.9% | +174.9% |
| All | +284.2% | +67.0% | +217.2% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling