+8.5%
QBTS vs CAPR
+142.6%
-134.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +4.7% | +13.4% | +17.8% |
| 7D | +0.3% | +41.1% | -40.8% | -1.2% |
| 30D | -29.8% | +11.1% | -40.9% | -30.2% |
| 3M | -45.0% | +115.3% | -160.3% | -47.2% |
| 6M | -55.2% | -73.8% | +18.6% | -54.1% |
| YTD | -59.2% | -68.8% | +9.7% | -58.6% |
| 1Y | -62.4% | +43.3% | -105.7% | -68.2% |
| 3Y | +1,264.0% | +214.7% | +1,049.3% | +871.2% |
| All | +8.5% | +142.6% | -134.1% | -23.3% |
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