-3.1%
QBTS vs CHRW
+65.2%
-68.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | +8.7% | +4.7% | +4.0% | +7.9% |
| 30D | -26.5% | -2.6% | -23.9% | -26.1% |
| 3M | -52.6% | -8.0% | -44.6% | -52.1% |
| 6M | -56.0% | -19.0% | -37.0% | -55.4% |
| YTD | -62.4% | -15.5% | -46.9% | -62.6% |
| 1Y | -62.7% | -10.8% | -51.9% | -63.4% |
| 3Y | +1,266.7% | +79.8% | +1,186.9% | +1,022.8% |
| 5Y | +0.2% | +59.3% | -59.1% | -15.6% |
| All | -3.1% | +65.2% | -68.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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