+5.2%
QBTS vs CL
+32.2%
-26.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.2% | +20.2% | +16.8% |
| 7D | +0.3% | +1.3% | -1.1% | +1.3% |
| 30D | -29.8% | +11.4% | -41.2% | -25.0% |
| 3M | -45.0% | +4.4% | -49.4% | -43.0% |
| 6M | -55.2% | +10.8% | -66.0% | -51.7% |
| YTD | -59.2% | +25.1% | -84.3% | -52.9% |
| 1Y | -62.4% | +28.0% | -90.3% | -55.9% |
| 3Y | +1,264.0% | +37.6% | +1,226.4% | +1,541.3% |
| 5Y | +8.8% | +39.7% | -30.9% | +30.3% |
| All | +5.2% | +32.2% | -26.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling