+64.1%
QBTS vs CAG
-44.8%
+109.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -3.5% |
| 7D | -1.0% | -5.9% | +4.9% | -2.7% |
| 30D | -17.6% | -1.5% | -16.1% | -18.0% |
| 3M | -28.3% | +11.5% | -39.8% | -25.5% |
| 6M | -11.2% | -15.7% | +4.5% | -14.8% |
| YTD | -36.3% | -10.2% | -26.1% | -37.3% |
| 1Y | +3.9% | -18.1% | +21.9% | +0.2% |
| 3Y | +1,728.8% | -39.4% | +1,768.2% | +1,506.4% |
| 5Y | +70.9% | -42.6% | +113.5% | +40.1% |
| All | +64.1% | -44.8% | +109.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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