-2.9%
QBTS vs CLF
-42.8%
+39.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.9% |
| 7D | -10.5% | +10.4% | -20.9% | -13.1% |
| 30D | -20.5% | +0.6% | -21.1% | -21.2% |
| 3M | -54.3% | +4.1% | -58.4% | -55.3% |
| 6M | -55.4% | +15.1% | -70.5% | -58.0% |
| YTD | -63.4% | -4.7% | -58.7% | -64.2% |
| 1Y | -59.1% | +20.4% | -79.5% | -62.2% |
| 3Y | +1,216.8% | -23.4% | +1,240.2% | +1,219.6% |
| All | -2.9% | -42.8% | +39.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling