-3.1%
QBTS vs CFG
+133.2%
-136.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.2% |
| 7D | +8.7% | +1.6% | +7.1% | +7.8% |
| 30D | -26.5% | +3.3% | -29.7% | -27.5% |
| 3M | -52.6% | -11.5% | -41.0% | -49.1% |
| 6M | -56.0% | +6.2% | -62.2% | -57.7% |
| YTD | -62.4% | +14.3% | -76.6% | -65.1% |
| 1Y | -62.7% | +26.7% | -89.5% | -67.3% |
| 3Y | +1,266.7% | +187.8% | +1,078.9% | +731.6% |
| 5Y | +0.2% | +61.3% | -61.1% | -35.9% |
| All | -3.1% | +133.2% | -136.3% | -37.7% |
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