+65.5%
QBTS vs CELH
+127.3%
-61.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +1.3% | -11.2% | +12.5% | +2.6% |
| 30D | -19.0% | -1.4% | -17.5% | -19.1% |
| 3M | -29.5% | -4.2% | -25.3% | -29.5% |
| 6M | -11.2% | -40.5% | +29.3% | -7.5% |
| YTD | -35.8% | -40.5% | +4.7% | -33.1% |
| 1Y | +1.7% | -53.0% | +54.7% | +7.6% |
| 3Y | +1,470.1% | -59.1% | +1,529.1% | +1,519.0% |
| 5Y | +72.3% | -10.7% | +83.0% | +72.3% |
| All | +65.5% | +127.3% | -61.8% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling