-2.9%
QBTS vs CL
+43.4%
-46.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.7% | -1.7% |
| 7D | -10.5% | +3.2% | -13.7% | -8.7% |
| 30D | -20.5% | +8.0% | -28.6% | -16.1% |
| 3M | -54.3% | +7.9% | -62.1% | -51.5% |
| 6M | -55.4% | +14.7% | -70.1% | -50.6% |
| YTD | -63.4% | +29.2% | -92.6% | -56.2% |
| 1Y | -59.1% | +29.5% | -88.7% | -50.6% |
| 3Y | +1,216.8% | +40.7% | +1,176.1% | +1,567.9% |
| All | -2.9% | +43.4% | -46.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling