+33.9%
CVNA vs QBTS
+63.9%
-30.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -7.3% | +1.3% | -8.6% | -7.5% |
| 30D | -4.6% | -19.0% | +14.4% | -2.2% |
| 3M | +2.0% | -29.5% | +31.4% | +5.4% |
| 6M | +11.7% | -11.2% | +22.9% | +10.2% |
| YTD | -18.1% | -35.8% | +17.7% | -16.5% |
| 1Y | -2.4% | +1.7% | -4.1% | -8.4% |
| 3Y | +580.6% | +1,470.1% | -889.5% | +260.3% |
| 5Y | +4.9% | +72.3% | -67.4% | -51.5% |
| All | +33.9% | +63.9% | -30.0% | -33.4% |
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