-16.0%
CTSH vs QBTS
+72.4%
-88.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.6% | -10.4% | -3.9% |
| 7D | -5.5% | +6.8% | -12.3% | -5.6% |
| 30D | +4.5% | -14.9% | +19.4% | +4.7% |
| 3M | +13.7% | -31.6% | +45.3% | +14.2% |
| 6M | -8.4% | -4.9% | -3.4% | -8.8% |
| YTD | -26.5% | -32.4% | +5.9% | -26.5% |
| 1Y | -13.9% | +14.6% | -28.5% | -15.0% |
| 3Y | -11.3% | +1,839.6% | -1,851.0% | -18.6% |
| 5Y | -14.8% | +81.2% | -96.1% | -22.4% |
| All | -16.0% | +72.4% | -88.4% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling