-56.0%
QBTS vs CAG
+6.0%
-61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -8.5% |
| 7D | +8.7% | -6.2% | +14.9% | +5.5% |
| 30D | -26.5% | +7.4% | -33.9% | -24.3% |
| 3M | -52.6% | -1.6% | -50.9% | -52.5% |
| 6M | -56.0% | +6.3% | -62.3% | -54.9% |
| All | -56.0% | +6.0% | -61.9% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling