+68.7%
QBTS vs CELH
+130.8%
-62.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.4% |
| 7D | +3.8% | -11.7% | +15.5% | +5.1% |
| 30D | -15.2% | +1.6% | -16.8% | -15.5% |
| 3M | -27.2% | -2.0% | -25.3% | -27.4% |
| 6M | -10.1% | -36.2% | +26.1% | -6.9% |
| YTD | -34.5% | -39.6% | +5.0% | -32.0% |
| 1Y | +6.0% | -50.7% | +56.7% | +11.7% |
| 3Y | +1,779.3% | -58.9% | +1,838.1% | +1,835.4% |
| 5Y | +75.4% | -5.4% | +80.8% | +74.9% |
| All | +68.7% | +130.8% | -62.1% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling