+54.1%
CSX vs QBTS
+6.8%
+47.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +1.3% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +8.1% | -28.1% | +36.2% | +8.4% |
| 3M | +2.2% | -48.1% | +50.3% | +2.8% |
| 6M | +14.6% | -53.6% | +68.2% | +15.2% |
| YTD | +42.2% | -59.9% | +102.1% | +42.9% |
| 1Y | +47.3% | -64.3% | +111.6% | +48.0% |
| 3Y | +73.5% | +1,355.6% | -1,282.0% | +65.5% |
| 5Y | +54.1% | +6.6% | +47.5% | +40.1% |
| All | +54.1% | +6.8% | +47.3% | +40.1% |
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 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