-10.7%
CTSH vs QBTS
-4.0%
-6.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.6% | +6.6% | -1.0% |
| 7D | -4.2% | +8.7% | -12.9% | -4.3% |
| 30D | +3.9% | -26.5% | +30.4% | +4.3% |
| 3M | +10.2% | -52.6% | +62.7% | +11.1% |
| 6M | +35.3% | -56.0% | +91.3% | +36.2% |
| YTD | -21.8% | -62.4% | +40.6% | -21.3% |
| 1Y | -12.1% | -62.7% | +50.6% | -11.7% |
| 3Y | +2.0% | +1,266.7% | -1,264.6% | -5.7% |
| 5Y | -15.3% | +0.2% | -15.5% | -22.2% |
| All | -10.7% | -4.0% | -6.7% | -16.4% |
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