-59.7%
QBTS vs CAG
-8.7%
-51.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.5% |
| 7D | +2.6% | -1.8% | +4.4% | +2.0% |
| 30D | -22.5% | +9.7% | -32.2% | -18.9% |
| 3M | -47.4% | +0.5% | -47.8% | -46.6% |
| 6M | -55.7% | +8.9% | -64.6% | -52.8% |
| YTD | -59.3% | -8.4% | -50.9% | -59.3% |
| All | -59.7% | -8.7% | -51.0% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling