-65.1%
QBTS vs CLF
+12.5%
-77.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +3.7% |
| 7D | -11.8% | -7.9% | -3.9% | -9.2% |
| 30D | -33.6% | +5.2% | -38.9% | -35.8% |
| 3M | -52.5% | +4.3% | -56.8% | -54.2% |
| 6M | -50.4% | +25.3% | -75.7% | -56.5% |
| YTD | -60.3% | -3.3% | -57.0% | -63.0% |
| 1Y | -65.1% | +20.2% | -85.3% | -73.0% |
| All | -65.1% | +12.5% | -77.6% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling