+68.7%
QBTS vs CG
+79.2%
-10.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -0.8% |
| 7D | +3.8% | -6.4% | +10.2% | +7.8% |
| 30D | -15.2% | -7.1% | -8.1% | -11.8% |
| 3M | -27.2% | -1.6% | -25.6% | -26.7% |
| 6M | -10.1% | -8.3% | -1.8% | -5.0% |
| YTD | -34.5% | -23.8% | -10.7% | -23.0% |
| 1Y | +6.0% | -28.7% | +34.7% | +29.4% |
| 3Y | +1,779.3% | +49.2% | +1,730.1% | +1,576.2% |
| 5Y | +75.4% | +5.5% | +69.9% | +56.7% |
| All | +68.7% | +79.2% | -10.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling