-65.1%
QBTS vs CELH
-47.2%
-17.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | -11.8% | +9.9% | -21.7% | -14.8% |
| 30D | -33.6% | +11.7% | -45.4% | -36.3% |
| 3M | -52.5% | +4.1% | -56.5% | -54.1% |
| 6M | -50.4% | -8.4% | -42.0% | -50.6% |
| YTD | -60.3% | -32.8% | -27.5% | -56.4% |
| 1Y | -65.1% | -48.4% | -16.7% | -60.3% |
| All | -65.1% | -47.2% | -17.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling