+172.2%
CVX vs QBTS
+77.0%
+95.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.9% |
| 7D | +1.0% | +3.8% | -2.9% | +1.0% |
| 30D | +10.7% | -15.2% | +25.9% | +10.7% |
| 3M | +15.5% | -27.2% | +42.7% | +15.5% |
| 6M | +14.9% | -10.1% | +25.0% | +14.8% |
| YTD | +44.2% | -34.5% | +78.7% | +44.3% |
| 1Y | +43.5% | +6.0% | +37.5% | +43.2% |
| 3Y | +45.0% | +1,779.3% | -1,734.3% | +42.7% |
| 5Y | +172.2% | +75.4% | +96.7% | +163.6% |
| All | +172.2% | +77.0% | +95.1% | +163.6% |
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