+8.5%
QBTS vs CHRW
+49.0%
-40.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.3% | +20.3% | +18.4% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -29.8% | -7.3% | -22.5% | -28.9% |
| 3M | -45.0% | -14.2% | -30.8% | -43.7% |
| 6M | -55.2% | -25.1% | -30.1% | -54.0% |
| YTD | -59.2% | -21.2% | -38.0% | -59.0% |
| 1Y | -62.4% | -14.2% | -48.2% | -63.1% |
| 3Y | +1,264.0% | +63.5% | +1,200.5% | +1,011.4% |
| All | +8.5% | +49.0% | -40.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling