+5.2%
QBTS vs CFG
+127.4%
-122.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.9% | +18.9% | +18.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | -29.8% | +1.1% | -30.9% | -30.2% |
| 3M | -45.0% | -12.0% | -33.0% | -40.9% |
| 6M | -55.2% | -2.2% | -53.0% | -55.0% |
| YTD | -59.2% | +11.4% | -70.6% | -61.6% |
| 1Y | -62.4% | +27.8% | -90.2% | -67.1% |
| 3Y | +1,264.0% | +173.3% | +1,090.7% | +750.8% |
| 5Y | +8.8% | +62.4% | -53.7% | -29.7% |
| All | +5.2% | +127.4% | -122.2% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling