+52.0%
CVS vs QBTS
-4.0%
+56.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +0.3% |
| 7D | +10.4% | +8.7% | +1.7% | +10.4% |
| 30D | +3.3% | -26.5% | +29.8% | +3.2% |
| 3M | -4.5% | -52.6% | +48.0% | -4.6% |
| 6M | -4.4% | -56.0% | +51.6% | -4.4% |
| YTD | +16.6% | -62.4% | +79.0% | +16.5% |
| 1Y | +15.3% | -62.7% | +78.0% | +15.2% |
| 3Y | +48.6% | +1,266.7% | -1,218.1% | +46.4% |
| 5Y | +12.9% | +0.2% | +12.7% | +9.8% |
| All | +52.0% | -4.0% | +56.0% | +50.7% |
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