+3.3%
QBTS vs CI
+59.2%
-55.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.5% | -11.2% | -8.5% |
| 7D | +1.1% | +2.6% | -1.5% | +1.2% |
| 30D | -28.1% | +7.3% | -35.4% | -27.8% |
| 3M | -48.1% | +9.5% | -57.6% | -47.9% |
| 6M | -53.6% | +6.4% | -60.0% | -53.4% |
| YTD | -59.9% | +12.0% | -71.9% | -59.7% |
| 1Y | -64.3% | +20.1% | -84.4% | -64.1% |
| 3Y | +1,355.6% | +9.6% | +1,346.0% | +1,344.5% |
| 5Y | +6.6% | +52.7% | -46.1% | +5.7% |
| All | +3.3% | +59.2% | -55.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling