+63.9%
CSCO vs QBTS
+7.2%
+56.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -10.1% | -22.5% | +12.4% | -8.9% |
| 3M | -15.7% | -40.0% | +24.3% | -13.7% |
| 6M | +36.3% | -12.3% | +48.6% | +36.6% |
| YTD | +43.8% | -36.6% | +80.4% | +44.2% |
| 1Y | +63.9% | +8.4% | +55.5% | +65.3% |
| All | +63.9% | +7.2% | +56.8% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling