+3.3%
QBTS vs CHRW
+58.6%
-55.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | +1.1% | -3.4% | +4.4% | +1.7% |
| 30D | -28.1% | -9.4% | -18.7% | -26.9% |
| 3M | -48.1% | -12.6% | -35.5% | -47.1% |
| 6M | -53.6% | -24.2% | -29.4% | -52.4% |
| YTD | -59.9% | -18.9% | -41.1% | -59.9% |
| 1Y | -64.3% | -13.7% | -50.6% | -64.8% |
| 3Y | +1,355.6% | +72.6% | +1,283.0% | +1,104.0% |
| 5Y | +6.6% | +55.6% | -48.9% | -9.6% |
| All | +3.3% | +58.6% | -55.3% | -11.8% |
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