+1,264.0%
QBTS vs CFG
+168.6%
+1,095.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.9% | +18.9% | +18.7% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | -29.8% | +1.1% | -30.9% | -30.3% |
| 3M | -45.0% | -12.0% | -33.0% | -39.1% |
| 6M | -55.2% | -2.2% | -53.0% | -55.1% |
| YTD | -59.2% | +11.4% | -70.6% | -63.0% |
| 1Y | -62.4% | +27.8% | -90.2% | -69.4% |
| 3Y | +1,264.0% | +173.3% | +1,090.7% | +400.0% |
| All | +1,264.0% | +168.6% | +1,095.4% | +400.0% |
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