+1,558.0%
QBTS vs CFG
+189.1%
+1,368.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | +1.5% | -3.9% | -3.6% |
| 30D | -22.5% | -3.8% | -18.7% | -20.0% |
| 3M | -40.0% | +11.5% | -51.5% | -46.0% |
| 6M | -12.3% | +19.2% | -31.5% | -25.0% |
| YTD | -36.6% | +23.7% | -60.3% | -47.3% |
| 1Y | +8.4% | +38.8% | -30.4% | -17.3% |
| All | +1,558.0% | +189.1% | +1,368.9% | +460.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling