+64.1%
QBTS vs CHD
+17.9%
+46.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -3.0% |
| 7D | -1.0% | -4.7% | +3.8% | -2.1% |
| 30D | -17.6% | -8.3% | -9.3% | -19.3% |
| 3M | -28.3% | -4.0% | -24.3% | -28.8% |
| 6M | -11.2% | -6.5% | -4.7% | -11.8% |
| YTD | -36.3% | +13.1% | -49.4% | -34.1% |
| 1Y | +3.9% | +2.3% | +1.5% | +6.0% |
| 3Y | +1,728.8% | +1.8% | +1,727.0% | +1,731.9% |
| 5Y | +70.9% | +20.6% | +50.3% | +72.1% |
| All | +64.1% | +17.9% | +46.3% | +61.5% |
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