+63.3%
QBTS vs CLF
-9.4%
+72.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | -2.4% | +7.6% | -10.0% | -4.2% |
| 30D | -22.5% | -1.2% | -21.3% | -22.3% |
| 3M | -40.0% | -13.4% | -26.6% | -38.4% |
| 6M | -12.3% | +15.4% | -27.7% | -15.8% |
| YTD | -36.6% | -5.9% | -30.7% | -36.9% |
| 1Y | +8.4% | +18.8% | -10.4% | +1.5% |
| 3Y | +1,380.4% | -19.4% | +1,399.8% | +1,364.9% |
| 5Y | +69.7% | -47.7% | +117.4% | +72.2% |
| All | +63.3% | -9.4% | +72.8% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling