+63.3%
QBTS vs CHRW
+81.5%
-18.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -22.5% | -3.5% | -19.0% | -22.1% |
| 3M | -40.0% | -19.4% | -20.6% | -38.5% |
| 6M | -12.3% | -21.4% | +9.0% | -10.1% |
| YTD | -36.6% | -7.1% | -29.5% | -37.7% |
| 1Y | +8.4% | +17.8% | -9.4% | +0.7% |
| 3Y | +1,380.4% | +78.8% | +1,301.6% | +1,120.0% |
| 5Y | +69.7% | +83.5% | -13.8% | +41.0% |
| All | +63.3% | +81.5% | -18.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling