-10.8%
QBTS vs CF
+247.0%
-257.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +6.2% | -19.0% | -12.6% |
| 7D | -21.7% | +0.4% | -22.1% | -21.6% |
| 30D | -42.7% | +2.2% | -44.9% | -42.6% |
| 3M | -57.7% | +2.1% | -59.8% | -57.6% |
| 6M | -58.0% | -6.5% | -51.4% | -57.8% |
| YTD | -65.4% | +55.6% | -120.9% | -66.9% |
| 1Y | -70.8% | +42.3% | -113.1% | -71.9% |
| 3Y | +930.8% | +55.7% | +875.0% | +866.3% |
| 5Y | -7.8% | +122.4% | -130.3% | -13.3% |
| All | -10.8% | +247.0% | -257.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling