+3.1%
CTSH vs QBTS
+1,081.4%
-1,078.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.0% | -20.7% | -3.0% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | +13.4% | -29.8% | +43.2% | +13.9% |
| 3M | +14.4% | -45.0% | +59.4% | +15.3% |
| 6M | +27.7% | -55.2% | +82.9% | +28.7% |
| YTD | -20.6% | -59.2% | +38.5% | -20.1% |
| 1Y | -9.1% | -62.4% | +53.3% | -8.6% |
| 3Y | +3.1% | +1,264.0% | -1,260.9% | -8.5% |
| All | +3.1% | +1,081.4% | -1,078.3% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling