+281.6%
COP vs QBTS
+2.2%
+279.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.5% | +0.9% |
| 7D | -6.1% | +1.1% | -7.2% | -6.1% |
| 30D | +1.1% | -28.1% | +29.2% | +1.3% |
| 3M | +10.9% | -48.1% | +59.0% | +11.3% |
| 6M | +20.8% | -53.6% | +74.3% | +21.1% |
| YTD | +48.0% | -59.9% | +108.0% | +48.5% |
| 1Y | +58.5% | -64.3% | +122.8% | +59.1% |
| 3Y | +28.1% | +1,355.6% | -1,327.4% | +22.0% |
| 5Y | +120.5% | +6.6% | +113.8% | +107.1% |
| All | +281.6% | +2.2% | +279.3% | +283.4% |
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