+75.4%
QBTS vs CAG
-41.8%
+117.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.4% |
| 7D | +3.8% | -6.6% | +10.4% | +1.5% |
| 30D | -15.2% | +2.3% | -17.5% | -14.5% |
| 3M | -27.2% | +16.3% | -43.5% | -22.9% |
| 6M | -10.1% | -16.0% | +6.0% | -14.6% |
| YTD | -34.5% | -7.7% | -26.8% | -35.2% |
| 1Y | +6.0% | -16.0% | +22.0% | +2.5% |
| 3Y | +1,779.3% | -37.7% | +1,817.0% | +1,520.0% |
| 5Y | +75.4% | -41.2% | +116.6% | +38.8% |
| All | +75.4% | -41.8% | +117.2% | +38.8% |
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 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