-60.9%
QBTS vs CFG
+29.0%
-90.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.0% |
| 7D | +13.7% | +0.3% | +13.4% | +13.8% |
| 30D | -21.3% | +3.2% | -24.5% | -22.9% |
| 3M | -44.7% | -9.7% | -35.0% | -40.2% |
| 6M | -49.2% | +3.6% | -52.8% | -52.5% |
| YTD | -56.1% | +14.7% | -70.8% | -62.3% |
| All | -60.9% | +29.0% | -90.0% | -71.1% |
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