+1,500.0%
QBTS vs CAG
-37.6%
+1,537.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.3% |
| 7D | +3.8% | -6.6% | +10.4% | +2.6% |
| 30D | -15.2% | +2.3% | -17.5% | -14.9% |
| 3M | -27.2% | +16.3% | -43.5% | -24.9% |
| 6M | -10.1% | -16.0% | +6.0% | -11.5% |
| YTD | -34.5% | -7.7% | -26.8% | -34.3% |
| 1Y | +6.0% | -16.0% | +22.0% | +6.1% |
| All | +1,500.0% | -37.6% | +1,537.6% | +1,316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling