+13.0%
QBTS vs CF
+249.1%
-236.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +13.7% | -0.9% | +14.5% | +13.8% |
| 30D | -21.3% | +6.9% | -28.2% | -21.1% |
| 3M | -44.7% | +4.8% | -49.6% | -44.6% |
| 6M | -49.2% | +4.7% | -53.8% | -49.2% |
| YTD | -56.1% | +56.5% | -112.6% | -58.0% |
| 1Y | -61.1% | +48.4% | -109.5% | -62.6% |
| 3Y | +1,511.0% | +59.1% | +1,451.8% | +1,407.4% |
| 5Y | +16.6% | +109.5% | -93.0% | +9.8% |
| All | +13.0% | +249.1% | -236.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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