+6.6%
CVNA vs QBTS
+71.2%
-64.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.9% |
| 7D | -4.3% | -1.0% | -3.3% | -4.2% |
| 30D | -2.4% | -17.6% | +15.3% | -0.2% |
| 3M | +4.5% | -28.3% | +32.8% | +7.8% |
| 6M | +10.2% | -11.2% | +21.4% | +8.7% |
| YTD | -16.7% | -36.3% | +19.6% | -15.1% |
| 1Y | -3.8% | +3.9% | -7.6% | -9.8% |
| 3Y | +648.3% | +1,728.8% | -1,080.5% | +292.3% |
| 5Y | +6.6% | +70.9% | -64.3% | -55.5% |
| All | +6.6% | +71.2% | -64.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling