+756.0%
QBTS vs CAVA
+34.5%
+721.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -0.7% |
| 7D | +3.8% | -8.5% | +12.4% | +7.5% |
| 30D | -15.2% | -8.2% | -7.0% | -12.6% |
| 3M | -27.2% | -25.9% | -1.3% | -19.5% |
| 6M | -10.1% | -30.9% | +20.8% | +2.1% |
| YTD | -34.5% | -3.7% | -30.8% | -35.6% |
| 1Y | +6.0% | -13.4% | +19.4% | +7.8% |
| 3Y | +1,779.3% | +44.2% | +1,735.0% | +1,529.7% |
| All | +756.0% | +34.5% | +721.5% | +712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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