+76.9%
CSX vs QBTS
+61.8%
+15.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -3.4% | -2.4% | -1.0% | -3.4% |
| 30D | -3.1% | -22.5% | +19.4% | -2.8% |
| 3M | +7.2% | -40.0% | +47.2% | +7.7% |
| 6M | +16.2% | -12.3% | +28.5% | +15.9% |
| YTD | +37.5% | -36.6% | +74.1% | +37.6% |
| 1Y | +53.2% | +8.4% | +44.8% | +51.9% |
| 3Y | +68.2% | +1,380.4% | -1,312.1% | +59.6% |
| 5Y | +65.2% | +69.7% | -4.5% | +52.8% |
| All | +76.9% | +61.8% | +15.2% | +70.2% |
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