+1,255.4%
QBTS vs CLF
-20.4%
+1,275.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.5% |
| 7D | +8.7% | +16.0% | -7.2% | +4.1% |
| 30D | -26.5% | +1.6% | -28.1% | -27.2% |
| 3M | -52.6% | +6.7% | -59.2% | -53.9% |
| 6M | -56.0% | +21.1% | -77.1% | -59.0% |
| YTD | -62.4% | -1.6% | -60.8% | -63.5% |
| 1Y | -62.7% | +18.5% | -81.2% | -65.2% |
| All | +1,255.4% | -20.4% | +1,275.7% | +1,233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling