+70.2%
QBTS vs CFG
+101.4%
-31.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | +1.5% | -3.9% | -3.4% |
| 30D | -22.5% | -3.8% | -18.7% | -20.5% |
| 3M | -40.0% | +11.5% | -51.5% | -44.6% |
| 6M | -12.3% | +19.2% | -31.5% | -22.1% |
| YTD | -36.6% | +23.7% | -60.3% | -44.8% |
| 1Y | +8.4% | +38.8% | -30.4% | -11.4% |
| 3Y | +1,380.4% | +178.9% | +1,201.5% | +712.4% |
| All | +70.2% | +101.4% | -31.1% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling