+44.7%
CVNA vs QBTS
+72.4%
-27.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -0.6% |
| 7D | +3.5% | +6.8% | -3.3% | +2.6% |
| 30D | +5.5% | -14.9% | +20.3% | +7.3% |
| 3M | +7.6% | -31.6% | +39.2% | +11.6% |
| 6M | +17.6% | -4.9% | +22.5% | +15.0% |
| YTD | -11.5% | -32.4% | +21.0% | -10.4% |
| 1Y | +0.4% | +14.6% | -14.2% | -7.2% |
| 3Y | +695.6% | +1,839.6% | -1,144.1% | +310.1% |
| 5Y | +13.6% | +81.2% | -67.6% | -47.8% |
| All | +44.7% | +72.4% | -27.7% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling