-65.1%
QBTS vs CAPR
+47.4%
-112.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -0.1% |
| 7D | -11.8% | +43.2% | -55.0% | -12.6% |
| 30D | -33.6% | +14.7% | -48.3% | -33.9% |
| 3M | -52.5% | +113.9% | -166.4% | -53.5% |
| 6M | -50.4% | -73.4% | +23.0% | -49.6% |
| YTD | -60.3% | -69.1% | +8.8% | -59.9% |
| 1Y | -65.1% | +47.2% | -112.3% | -68.6% |
| All | -65.1% | +47.4% | -112.5% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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