+14.6%
QBTS vs CLF
+7.9%
+6.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.2% |
| 7D | +6.8% | +6.5% | +0.3% | +4.3% |
| 30D | -14.9% | +0.2% | -15.1% | -15.2% |
| 3M | -31.6% | -3.1% | -28.5% | -31.1% |
| 6M | -4.9% | +25.0% | -30.0% | -12.6% |
| YTD | -32.4% | -7.5% | -25.0% | -33.3% |
| 1Y | +14.6% | +11.5% | +3.1% | +47.1% |
| All | +14.6% | +7.9% | +6.7% | +47.1% |
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