+65.5%
QBTS vs CGNX
-10.5%
+76.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.9% |
| 7D | +1.3% | +3.2% | -1.8% | 0.0% |
| 30D | -19.0% | +6.0% | -25.0% | -21.0% |
| 3M | -29.5% | +3.5% | -33.0% | -30.2% |
| 6M | -11.2% | +26.3% | -37.5% | -17.5% |
| YTD | -35.8% | +79.2% | -115.0% | -49.3% |
| 1Y | +1.7% | +43.8% | -42.1% | -12.4% |
| 3Y | +1,470.1% | +52.0% | +1,418.1% | +1,140.8% |
| 5Y | +72.3% | -24.0% | +96.4% | +40.1% |
| All | +65.5% | -10.5% | +76.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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