+70.9%
QBTS vs CHRW
+94.0%
-23.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | -1.0% | +4.4% | -5.3% | -1.6% |
| 30D | -17.6% | +5.5% | -23.1% | -18.5% |
| 3M | -28.3% | -17.3% | -11.1% | -26.7% |
| 6M | -11.2% | -12.7% | +1.5% | -10.9% |
| YTD | -36.3% | -4.1% | -32.2% | -37.9% |
| 1Y | +3.9% | +21.2% | -17.4% | -4.6% |
| 3Y | +1,728.8% | +88.9% | +1,639.9% | +1,366.9% |
| 5Y | +70.9% | +93.1% | -22.2% | +40.2% |
| All | +70.9% | +94.0% | -23.1% | +40.2% |
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