+5.2%
QBTS vs CLF
-17.0%
+22.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.7% | +16.3% | +17.6% |
| 7D | +0.3% | -19.6% | +19.9% | +5.7% |
| 30D | -29.8% | -5.0% | -24.9% | -29.2% |
| 3M | -45.0% | -6.3% | -38.7% | -44.5% |
| 6M | -55.2% | +2.8% | -58.0% | -56.0% |
| YTD | -59.2% | -13.7% | -45.5% | -58.8% |
| 1Y | -62.4% | +13.6% | -76.0% | -64.0% |
| 3Y | +1,264.0% | -34.0% | +1,298.0% | +1,297.7% |
| 5Y | +8.8% | -48.7% | +57.5% | +11.8% |
| All | +5.2% | -17.0% | +22.2% | +10.3% |
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