+74.1%
QBTS vs CAPR
+114.7%
-40.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.2% | +6.7% |
| 7D | +6.8% | -9.5% | +16.3% | +7.2% |
| 30D | -14.9% | +121.5% | -136.4% | -18.2% |
| 3M | -31.6% | -65.4% | +33.8% | -30.8% |
| 6M | -4.9% | -67.5% | +62.6% | -3.5% |
| YTD | -32.4% | -68.6% | +36.2% | -31.4% |
| 1Y | +14.6% | +42.7% | -28.1% | -3.1% |
| 3Y | +1,839.6% | +43.4% | +1,796.3% | +1,386.6% |
| 5Y | +81.2% | +86.0% | -4.8% | +33.2% |
| All | +74.1% | +114.7% | -40.6% | +27.9% |
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