-2.9%
QBTS vs CF
+114.1%
-117.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.8% |
| 7D | -10.5% | +4.8% | -15.3% | -10.3% |
| 30D | -20.5% | +4.7% | -25.2% | -20.2% |
| 3M | -54.3% | +7.4% | -61.7% | -54.0% |
| 6M | -55.4% | +0.6% | -56.0% | -55.1% |
| YTD | -63.4% | +64.1% | -127.6% | -65.3% |
| 1Y | -59.1% | +51.4% | -110.5% | -60.8% |
| 3Y | +1,216.8% | +67.8% | +1,149.0% | +1,116.1% |
| All | -2.9% | +114.1% | -117.0% | -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 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