+59.1%
CVS vs QBTS
+63.9%
-4.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -2.2% | +1.3% | -3.5% | -2.1% |
| 30D | -0.1% | -19.0% | +18.9% | -0.1% |
| 3M | -5.2% | -29.5% | +24.3% | -5.2% |
| 6M | +26.9% | -11.2% | +38.0% | +26.9% |
| YTD | +22.1% | -35.8% | +57.8% | +22.0% |
| 1Y | +30.8% | +1.7% | +29.1% | +30.7% |
| 3Y | +54.4% | +1,470.1% | -1,415.7% | +52.4% |
| 5Y | +33.4% | +72.3% | -39.0% | +29.7% |
| All | +59.1% | +63.9% | -4.8% | +57.9% |
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