+63.3%
QBTS vs CBOE
+271.6%
-208.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -3.6% | +1.2% | -3.6% |
| 30D | -22.5% | +5.1% | -27.6% | -20.9% |
| 3M | -40.0% | +4.6% | -44.6% | -38.3% |
| 6M | -12.3% | -0.3% | -12.1% | -10.7% |
| YTD | -36.6% | +19.8% | -56.3% | -30.8% |
| 1Y | +8.4% | +28.4% | -19.9% | +21.8% |
| 3Y | +1,380.4% | +104.1% | +1,276.3% | +1,749.8% |
| 5Y | +69.7% | +150.9% | -81.2% | +113.5% |
| All | +63.3% | +271.6% | -208.2% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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