+62.6%
CVS vs QBTS
+61.8%
+0.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.5% |
| 7D | +4.0% | -2.4% | +6.4% | +4.0% |
| 30D | -2.4% | -22.5% | +20.1% | -2.4% |
| 3M | +2.7% | -40.0% | +42.7% | +2.6% |
| 6M | +21.9% | -12.3% | +34.2% | +21.8% |
| YTD | +24.7% | -36.6% | +61.3% | +24.7% |
| 1Y | +35.4% | +8.4% | +27.0% | +35.4% |
| 3Y | +65.2% | +1,380.4% | -1,315.2% | +63.0% |
| 5Y | +30.5% | +69.7% | -39.2% | +27.0% |
| All | +62.6% | +61.8% | +0.9% | +61.3% |
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