+3.9%
QBTS vs CAG
-17.7%
+21.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -3.8% |
| 7D | -1.0% | -5.9% | +4.9% | -3.4% |
| 30D | -17.6% | -1.5% | -16.1% | -18.1% |
| 3M | -28.3% | +11.5% | -39.8% | -23.7% |
| 6M | -11.2% | -15.7% | +4.5% | -19.2% |
| YTD | -36.3% | -10.2% | -26.1% | -37.4% |
| 1Y | +3.9% | -18.1% | +21.9% | -2.8% |
| All | +3.9% | -17.7% | +21.6% | -2.8% |
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