+4.9%
QBTS vs CB
+164.4%
-159.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.7% |
| 7D | +2.6% | -1.0% | +3.6% | +2.4% |
| 30D | -22.5% | +7.3% | -29.8% | -20.8% |
| 3M | -47.4% | +7.0% | -54.4% | -46.1% |
| 6M | -55.7% | +16.3% | -72.0% | -53.7% |
| YTD | -59.3% | +19.7% | -79.0% | -57.2% |
| 1Y | -63.3% | +27.8% | -91.1% | -61.1% |
| 3Y | +1,379.2% | +72.0% | +1,307.2% | +1,530.0% |
| 5Y | +8.3% | +104.9% | -96.5% | +21.6% |
| All | +4.9% | +164.4% | -159.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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