-10.8%
CTSH vs QBTS
-61.9%
+51.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.4% | -9.1% | -1.5% |
| 7D | -2.3% | +13.7% | -16.0% | -1.8% |
| 30D | +7.4% | -21.3% | +28.7% | +7.2% |
| 3M | +10.9% | -44.7% | +55.7% | +9.9% |
| 6M | +24.7% | -49.2% | +73.8% | +23.7% |
| YTD | -22.0% | -56.1% | +34.2% | -22.5% |
| All | -10.8% | -61.9% | +51.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling