+8.5%
QBTS vs CF
+120.6%
-112.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.7% | +17.3% | +18.0% |
| 7D | +0.3% | -3.2% | +3.5% | +0.3% |
| 30D | -29.8% | +4.3% | -34.2% | -29.6% |
| 3M | -45.0% | +2.8% | -47.8% | -44.8% |
| 6M | -55.2% | +0.6% | -55.8% | -55.1% |
| YTD | -59.2% | +56.6% | -115.8% | -61.3% |
| 1Y | -62.4% | +49.6% | -112.0% | -64.2% |
| 3Y | +1,264.0% | +61.5% | +1,202.5% | +1,155.6% |
| All | +8.5% | +120.6% | -112.0% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling