+7.8%
QBTS vs CHYM
-19.7%
+27.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.9% | -10.0% | -6.6% |
| 7D | +3.8% | +3.4% | +0.4% | +1.6% |
| 30D | -15.2% | +12.0% | -27.2% | -20.6% |
| 3M | -27.2% | +102.4% | -129.6% | -54.3% |
| 6M | -10.1% | +52.7% | -62.8% | -32.7% |
| YTD | -34.5% | +37.3% | -71.8% | -49.1% |
| 1Y | +6.0% | +42.2% | -36.2% | -19.9% |
| All | +7.8% | -19.7% | +27.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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