+13.0%
QBTS vs CFG
+134.1%
-121.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.7% |
| 7D | +13.7% | +0.3% | +13.4% | +13.7% |
| 30D | -21.3% | +3.2% | -24.5% | -22.5% |
| 3M | -44.7% | -9.7% | -35.0% | -41.5% |
| 6M | -49.2% | +3.6% | -52.8% | -50.6% |
| YTD | -56.1% | +14.7% | -70.8% | -59.4% |
| 1Y | -61.1% | +29.6% | -90.7% | -66.3% |
| 3Y | +1,511.0% | +190.6% | +1,320.4% | +875.4% |
| 5Y | +16.6% | +67.1% | -50.5% | -25.8% |
| All | +13.0% | +134.1% | -121.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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