+68.7%
QBTS vs CHRW
+84.9%
-16.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +3.8% | +4.1% | -0.2% | +3.2% |
| 30D | -15.2% | +1.9% | -17.1% | -15.5% |
| 3M | -27.2% | -21.2% | -6.1% | -24.9% |
| 6M | -10.1% | -16.7% | +6.6% | -8.8% |
| YTD | -34.5% | -5.4% | -29.2% | -35.9% |
| 1Y | +6.0% | +21.2% | -15.2% | -2.0% |
| 3Y | +1,779.3% | +86.5% | +1,692.8% | +1,439.6% |
| 5Y | +75.4% | +93.0% | -17.6% | +45.1% |
| All | +68.7% | +84.9% | -16.3% | +40.9% |
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