+159.2%
COST vs QBTS
+61.8%
+97.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.1% |
| 30D | -2.8% | -22.5% | +19.7% | -2.7% |
| 3M | -5.7% | -40.0% | +34.3% | -5.5% |
| 6M | -8.8% | -12.3% | +3.6% | -8.9% |
| YTD | +6.7% | -36.6% | +43.3% | +6.7% |
| 1Y | -3.6% | +8.4% | -12.1% | -4.4% |
| 3Y | +75.1% | +1,380.4% | -1,305.3% | +66.5% |
| 5Y | +108.9% | +69.7% | +39.2% | +90.9% |
| All | +159.2% | +61.8% | +97.4% | +136.7% |
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