+1,216.8%
QBTS vs CB
+74.1%
+1,142.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.3% |
| 7D | -10.5% | +2.9% | -13.4% | -8.9% |
| 30D | -20.5% | +7.3% | -27.8% | -17.2% |
| 3M | -54.3% | +9.4% | -63.7% | -51.7% |
| 6M | -55.4% | +19.6% | -75.0% | -51.0% |
| YTD | -63.4% | +21.5% | -84.9% | -59.6% |
| 1Y | -59.1% | +28.0% | -87.1% | -54.6% |
| 3Y | +1,216.8% | +74.9% | +1,141.9% | +1,919.2% |
| All | +1,216.8% | +74.1% | +1,142.7% | +1,919.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling