+189.7%
CSCO vs QBTS
+61.8%
+128.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -10.1% | -22.5% | +12.4% | -9.7% |
| 3M | -15.7% | -40.0% | +24.3% | -15.0% |
| 6M | +36.3% | -12.3% | +48.6% | +36.2% |
| YTD | +43.8% | -36.6% | +80.4% | +44.2% |
| 1Y | +63.9% | +8.4% | +55.5% | +62.5% |
| 3Y | +104.4% | +1,380.4% | -1,276.0% | +93.1% |
| 5Y | +111.4% | +69.7% | +41.6% | +89.7% |
| All | +189.7% | +61.8% | +128.0% | +165.6% |
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