-3.1%
QBTS vs CAG
-44.8%
+41.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -8.2% |
| 7D | +8.7% | -6.2% | +14.9% | +6.5% |
| 30D | -26.5% | +7.4% | -33.9% | -24.4% |
| 3M | -52.6% | -1.6% | -50.9% | -52.4% |
| 6M | -56.0% | +6.3% | -62.3% | -54.4% |
| YTD | -62.4% | -10.1% | -52.3% | -62.6% |
| 1Y | -62.7% | -10.2% | -52.5% | -62.9% |
| 3Y | +1,266.7% | -37.3% | +1,304.0% | +1,136.9% |
| 5Y | +0.2% | -41.6% | +41.8% | -17.2% |
| All | -3.1% | -44.8% | +41.7% | -20.6% |
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