+130.0%
CVX vs QBTS
-2.5%
+132.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +1.6% |
| 7D | +3.4% | -10.5% | +13.9% | +3.4% |
| 30D | -1.0% | -20.5% | +19.6% | -1.0% |
| 3M | +12.2% | -54.3% | +66.5% | +12.2% |
| 6M | +20.3% | -55.4% | +75.8% | +20.3% |
| YTD | +48.3% | -63.4% | +111.7% | +48.3% |
| 1Y | +46.9% | -59.1% | +106.0% | +46.8% |
| 3Y | +73.1% | +1,216.8% | -1,143.7% | +70.4% |
| All | +130.0% | -2.5% | +132.6% | +127.4% |
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