-3.1%
QBTS vs CLBK
+67.4%
-70.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.0% |
| 7D | +8.7% | +2.5% | +6.3% | +7.4% |
| 30D | -26.5% | +3.7% | -30.1% | -27.9% |
| 3M | -52.6% | -3.3% | -49.3% | -51.7% |
| 6M | -56.0% | +29.6% | -85.6% | -62.4% |
| YTD | -62.4% | +60.3% | -122.6% | -71.7% |
| 1Y | -62.7% | +63.4% | -126.1% | -72.4% |
| 3Y | +1,266.7% | +53.8% | +1,212.8% | +905.5% |
| 5Y | +0.2% | +29.0% | -28.8% | -18.4% |
| All | -3.1% | +67.4% | -70.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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