+1,457.0%
QBTS vs CELH
-61.1%
+1,518.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.0% |
| 7D | -1.0% | -15.8% | +14.8% | +2.4% |
| 30D | -17.6% | -5.2% | -12.4% | -17.2% |
| 3M | -28.3% | -6.1% | -22.2% | -28.2% |
| 6M | -11.2% | -40.9% | +29.7% | -3.8% |
| YTD | -36.3% | -41.8% | +5.5% | -30.9% |
| 1Y | +3.9% | -52.6% | +56.5% | +15.8% |
| All | +1,457.0% | -61.1% | +1,518.1% | +1,500.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling