+114.0%
CSCO vs QBTS
+81.8%
+32.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.2% |
| 7D | -0.5% | +6.8% | -7.4% | -0.7% |
| 30D | -10.1% | -14.9% | +4.8% | -9.8% |
| 3M | -11.7% | -31.6% | +19.9% | -11.2% |
| 6M | +40.1% | -4.9% | +45.0% | +39.8% |
| YTD | +43.8% | -32.4% | +76.2% | +44.0% |
| 1Y | +66.6% | +14.6% | +52.0% | +64.9% |
| 3Y | +108.5% | +1,839.6% | -1,731.1% | +96.8% |
| 5Y | +114.0% | +81.2% | +32.7% | +84.8% |
| All | +114.0% | +81.8% | +32.2% | +84.8% |
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