+4.9%
QBTS vs CG
+67.0%
-62.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.4% |
| 7D | +2.6% | -3.8% | +6.4% | +5.4% |
| 30D | -22.5% | +7.5% | -30.0% | -25.6% |
| 3M | -47.4% | -14.4% | -33.0% | -42.5% |
| 6M | -55.7% | -15.7% | -40.0% | -51.2% |
| YTD | -59.3% | -29.0% | -30.3% | -50.1% |
| 1Y | -63.3% | -22.1% | -41.2% | -56.8% |
| 3Y | +1,379.2% | +49.1% | +1,330.0% | +1,250.1% |
| 5Y | +8.3% | -18.4% | +26.7% | +1.9% |
| All | +4.9% | +67.0% | -62.1% | -8.7% |
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