+45.9%
CSCO vs QBTS
-66.5%
+112.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.1% | -11.8% | +5.8% | -5.0% |
| 30D | -8.2% | -33.6% | +25.5% | -5.0% |
| 3M | -14.6% | -52.5% | +37.9% | -9.4% |
| 6M | +12.7% | -50.4% | +63.1% | +18.6% |
| YTD | +37.0% | -60.3% | +97.3% | +42.6% |
| 1Y | +45.9% | -65.1% | +111.0% | +52.1% |
| All | +45.9% | -66.5% | +112.5% | +52.1% |
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