+1,163.4%
CVNA vs QBTS
+1,125.6%
+37.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.5% |
| 7D | -1.6% | -10.5% | +8.9% | -0.3% |
| 30D | +24.9% | -20.5% | +45.4% | +28.0% |
| 3M | -1.8% | -54.3% | +52.5% | +7.2% |
| 6M | +3.5% | -55.4% | +58.9% | +11.4% |
| YTD | -14.3% | -63.4% | +49.2% | -7.1% |
| 1Y | +13.6% | -59.1% | +72.7% | +20.6% |
| 3Y | +1,163.4% | +1,216.8% | -53.4% | +454.6% |
| All | +1,163.4% | +1,125.6% | +37.8% | +454.6% |
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