+6.0%
QBTS vs CFG
+38.1%
-32.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.2% |
| 7D | +3.8% | -0.6% | +4.4% | +4.4% |
| 30D | -15.2% | -4.5% | -10.7% | -11.3% |
| 3M | -27.2% | +6.3% | -33.5% | -33.7% |
| 6M | -10.1% | +20.6% | -30.7% | -30.7% |
| YTD | -34.5% | +21.2% | -55.8% | -50.4% |
| 1Y | +6.0% | +38.2% | -32.2% | -34.1% |
| All | +6.0% | +38.1% | -32.1% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling