+63.3%
QBTS vs CG
+90.8%
-27.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.5% |
| 7D | -2.4% | -4.3% | +1.9% | +0.1% |
| 30D | -22.5% | -5.1% | -17.4% | -20.3% |
| 3M | -40.0% | +8.7% | -48.7% | -43.0% |
| 6M | -12.3% | -9.2% | -3.1% | -7.0% |
| YTD | -36.6% | -18.9% | -17.7% | -28.0% |
| 1Y | +8.4% | -25.6% | +34.1% | +29.0% |
| 3Y | +1,380.4% | +57.3% | +1,323.1% | +1,178.3% |
| 5Y | +69.7% | +10.2% | +59.5% | +46.5% |
| All | +63.3% | +90.8% | -27.5% | +31.7% |
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