-3.1%
QBTS vs CG
+59.9%
-62.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -5.1% |
| 7D | +8.7% | -1.5% | +10.2% | +9.9% |
| 30D | -26.5% | +5.7% | -32.2% | -28.6% |
| 3M | -52.6% | -17.9% | -34.7% | -46.8% |
| 6M | -56.0% | -20.2% | -35.8% | -49.8% |
| YTD | -62.4% | -32.0% | -30.4% | -52.6% |
| 1Y | -62.7% | -27.0% | -35.7% | -54.4% |
| 3Y | +1,266.7% | +42.8% | +1,223.9% | +1,181.3% |
| 5Y | +0.2% | -23.4% | +23.6% | -3.1% |
| All | -3.1% | +59.9% | -62.9% | -13.3% |
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