+1,839.6%
QBTS vs CG
+56.8%
+1,782.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +8.4% |
| 7D | +6.8% | -1.3% | +8.1% | +7.8% |
| 30D | -14.9% | -3.2% | -11.7% | -13.0% |
| 3M | -31.6% | +6.2% | -37.8% | -35.8% |
| 6M | -4.9% | -4.7% | -0.3% | -0.8% |
| YTD | -32.4% | -20.6% | -11.8% | -17.4% |
| 1Y | +14.6% | -26.4% | +41.0% | +48.7% |
| 3Y | +1,839.6% | +55.4% | +1,784.2% | +935.3% |
| All | +1,839.6% | +56.8% | +1,782.8% | +935.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling