+622.4%
CVNA vs QBTS
+1,750.8%
-1,128.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.4% |
| 7D | -1.0% | +3.8% | -4.8% | -1.5% |
| 30D | -1.0% | -15.2% | +14.2% | +0.8% |
| 3M | +5.5% | -27.2% | +32.7% | +8.6% |
| 6M | +11.8% | -10.1% | +21.9% | +10.1% |
| YTD | -13.0% | -34.5% | +21.5% | -11.7% |
| 1Y | -2.1% | +6.0% | -8.1% | -8.4% |
| All | +622.4% | +1,750.8% | -1,128.4% | +226.5% |
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