+8.3%
QBTS vs CHD
+31.9%
-23.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -22.5% | +12.2% | -34.7% | -19.4% |
| 3M | -47.4% | +9.3% | -56.7% | -45.5% |
| 6M | -55.7% | +24.3% | -79.9% | -52.4% |
| YTD | -59.3% | +34.9% | -94.1% | -55.3% |
| 1Y | -63.3% | +32.7% | -96.0% | -59.6% |
| 3Y | +1,379.2% | +29.4% | +1,349.7% | +1,462.4% |
| 5Y | +8.3% | +31.7% | -23.4% | +16.5% |
| All | +8.3% | +31.9% | -23.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling