+6.6%
QBTS vs CAG
-39.8%
+46.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -8.9% |
| 7D | +1.1% | +6.6% | -5.6% | +3.6% |
| 30D | -28.1% | +13.9% | -42.0% | -24.2% |
| 3M | -48.1% | +4.0% | -52.1% | -46.8% |
| 6M | -53.6% | +10.0% | -63.6% | -51.0% |
| YTD | -59.9% | -6.1% | -53.8% | -59.7% |
| 1Y | -64.3% | -4.3% | -60.0% | -63.7% |
| 3Y | +1,355.6% | -34.6% | +1,390.1% | +1,210.5% |
| 5Y | +6.6% | -39.4% | +46.1% | -15.0% |
| All | +6.6% | -39.8% | +46.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling