+186.9%
CVX vs QBTS
+61.8%
+125.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +3.3% | -2.4% | +5.8% | +3.3% |
| 30D | +12.9% | -22.5% | +35.4% | +12.9% |
| 3M | +11.7% | -40.0% | +51.7% | +11.8% |
| 6M | +14.1% | -12.3% | +26.5% | +14.1% |
| YTD | +40.7% | -36.6% | +77.3% | +40.8% |
| 1Y | +37.5% | +8.4% | +29.1% | +37.2% |
| 3Y | +43.9% | +1,380.4% | -1,336.4% | +41.7% |
| 5Y | +161.5% | +69.7% | +91.8% | +155.5% |
| All | +186.9% | +61.8% | +125.1% | +192.0% |
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