+3.3%
QBTS vs CL
+34.3%
-31.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.8% | -8.5% |
| 7D | +1.1% | +2.6% | -1.5% | +2.6% |
| 30D | -28.1% | +11.8% | -39.8% | -23.0% |
| 3M | -48.1% | +5.9% | -54.0% | -45.9% |
| 6M | -53.6% | +13.3% | -66.9% | -49.4% |
| YTD | -59.9% | +27.1% | -87.0% | -53.4% |
| 1Y | -64.3% | +28.0% | -92.3% | -58.1% |
| 3Y | +1,355.6% | +39.4% | +1,316.2% | +1,664.7% |
| 5Y | +6.6% | +40.8% | -34.1% | +28.9% |
| All | +3.3% | +34.3% | -31.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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