+13.0%
QBTS vs CAPR
+133.4%
-120.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.4% | -2.0% | +7.0% |
| 7D | +13.7% | +36.0% | -22.4% | +12.3% |
| 30D | -21.3% | +25.8% | -47.1% | -22.1% |
| 3M | -44.7% | +140.8% | -185.6% | -47.2% |
| 6M | -49.2% | -67.6% | +18.4% | -48.4% |
| YTD | -56.1% | -65.9% | +9.7% | -55.7% |
| 1Y | -61.1% | +66.1% | -127.2% | -67.4% |
| 3Y | +1,511.0% | +256.9% | +1,254.1% | +1,084.0% |
| 5Y | +16.6% | +172.1% | -155.5% | -15.6% |
| All | +13.0% | +133.4% | -120.4% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling