+8.5%
QBTS vs CB
+101.1%
-92.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.8% | +19.8% | +17.4% |
| 7D | +0.3% | +0.2% | 0.0% | +0.5% |
| 30D | -29.8% | +9.1% | -38.9% | -27.6% |
| 3M | -45.0% | +3.4% | -48.4% | -44.0% |
| 6M | -55.2% | +14.1% | -69.3% | -52.9% |
| YTD | -59.2% | +18.0% | -77.2% | -56.7% |
| 1Y | -62.4% | +30.1% | -92.5% | -59.6% |
| 3Y | +1,264.0% | +71.8% | +1,192.2% | +1,465.0% |
| All | +8.5% | +101.1% | -92.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling