+3.3%
QBTS vs CG
+69.4%
-66.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -7.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.3% |
| 30D | -28.1% | +8.5% | -36.6% | -31.3% |
| 3M | -48.1% | -12.1% | -36.0% | -44.2% |
| 6M | -53.6% | -16.4% | -37.1% | -48.6% |
| YTD | -59.9% | -28.0% | -32.0% | -51.3% |
| 1Y | -64.3% | -18.9% | -45.4% | -58.9% |
| 3Y | +1,355.6% | +51.2% | +1,304.3% | +1,218.0% |
| 5Y | +6.6% | -15.9% | +22.5% | -0.6% |
| All | +3.3% | +69.4% | -66.1% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling