+113.0%
COP vs QBTS
+9.0%
+104.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.0% | -17.4% | +0.5% |
| 7D | -11.5% | +0.3% | -11.8% | -11.5% |
| 30D | +5.0% | -29.8% | +34.8% | +5.1% |
| 3M | +17.5% | -45.0% | +62.5% | +17.8% |
| 6M | +16.2% | -55.2% | +71.4% | +16.6% |
| YTD | +48.8% | -59.2% | +107.9% | +49.3% |
| 1Y | +64.1% | -62.4% | +126.5% | +64.6% |
| 3Y | +25.7% | +1,264.0% | -1,238.3% | +19.6% |
| All | +113.0% | +9.0% | +104.0% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling