-2.9%
QBTS vs CAPR
+172.3%
-175.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.1% | -2.5% |
| 7D | -10.5% | +5.9% | -16.4% | -10.8% |
| 30D | -20.5% | +44.6% | -65.1% | -21.9% |
| 3M | -54.3% | +126.4% | -180.6% | -56.2% |
| 6M | -55.4% | -68.6% | +13.2% | -54.7% |
| YTD | -63.4% | -67.0% | +3.5% | -63.1% |
| 1Y | -59.1% | +65.2% | -124.3% | -65.9% |
| 3Y | +1,216.8% | +235.6% | +981.2% | +833.7% |
| All | -2.9% | +172.3% | -175.2% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling