+1,216.8%
QBTS vs CF
+68.9%
+1,147.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.8% |
| 7D | -10.5% | +4.8% | -15.3% | -9.5% |
| 30D | -20.5% | +4.7% | -25.2% | -19.2% |
| 3M | -54.3% | +7.4% | -61.7% | -53.1% |
| 6M | -55.4% | +0.6% | -56.0% | -54.2% |
| YTD | -63.4% | +64.1% | -127.6% | -63.2% |
| 1Y | -59.1% | +51.4% | -110.5% | -58.7% |
| 3Y | +1,216.8% | +67.8% | +1,149.0% | +1,119.8% |
| All | +1,216.8% | +68.9% | +1,147.9% | +1,119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling