+63.3%
QBTS vs CAPR
+122.7%
-59.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -22.5% | +139.2% | -161.7% | -25.8% |
| 3M | -40.0% | -66.4% | +26.4% | -39.2% |
| 6M | -12.3% | -63.1% | +50.8% | -11.5% |
| YTD | -36.6% | -67.4% | +30.8% | -35.7% |
| 1Y | +8.4% | +58.2% | -49.8% | -9.2% |
| 3Y | +1,380.4% | +42.2% | +1,338.1% | +1,035.3% |
| 5Y | +69.7% | +87.3% | -17.5% | +24.7% |
| All | +63.3% | +122.7% | -59.4% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling