+1,470.1%
QBTS vs CHTR
-65.7%
+1,535.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | +1.3% | -4.1% | +5.4% | +2.3% |
| 30D | -19.0% | -3.0% | -16.0% | -18.8% |
| 3M | -29.5% | +4.8% | -34.2% | -31.7% |
| 6M | -11.2% | -35.0% | +23.9% | -2.3% |
| YTD | -35.8% | -30.2% | -5.6% | -31.5% |
| 1Y | +1.7% | -44.8% | +46.5% | +18.9% |
| 3Y | +1,470.1% | -66.6% | +1,536.6% | +2,328.3% |
| All | +1,470.1% | -65.7% | +1,535.7% | +2,328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling