-5.8%
QBTS vs CHD
+42.2%
-48.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -2.4% |
| 7D | -10.5% | +3.6% | -14.1% | -9.6% |
| 30D | -20.5% | +10.4% | -30.9% | -18.1% |
| 3M | -54.3% | +12.2% | -66.4% | -52.5% |
| 6M | -55.4% | +19.9% | -75.3% | -52.7% |
| YTD | -63.4% | +36.4% | -99.9% | -60.1% |
| 1Y | -59.1% | +35.1% | -94.3% | -55.3% |
| 3Y | +1,216.8% | +29.2% | +1,187.6% | +1,290.7% |
| 5Y | -2.6% | +33.4% | -36.0% | +3.6% |
| All | -5.8% | +42.2% | -48.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling