+74.1%
QBTS vs CFG
+149.7%
-75.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +7.2% |
| 7D | +6.8% | +2.7% | +4.1% | +5.2% |
| 30D | -14.9% | -3.7% | -11.2% | -13.2% |
| 3M | -31.6% | +9.5% | -41.1% | -35.5% |
| 6M | -4.9% | +22.2% | -27.2% | -15.4% |
| YTD | -32.4% | +22.3% | -54.8% | -39.8% |
| 1Y | +14.6% | +39.4% | -24.9% | -4.0% |
| 3Y | +1,839.6% | +188.5% | +1,651.1% | +1,058.7% |
| 5Y | +81.2% | +101.5% | -20.3% | +10.6% |
| All | +74.1% | +149.7% | -75.6% | +7.5% |
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