-65.1%
QBTS vs CLSK
-58.7%
-6.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.6% | +16.7% | +9.8% |
| 7D | -11.8% | -20.7% | +8.9% | -0.7% |
| 30D | -33.6% | -45.5% | +11.9% | -6.4% |
| 3M | -52.5% | -52.0% | -0.4% | -29.2% |
| 6M | -50.4% | -47.0% | -3.4% | -33.7% |
| YTD | -60.3% | -32.8% | -27.5% | -56.4% |
| 1Y | -65.1% | -58.1% | -7.0% | -49.5% |
| All | -65.1% | -58.7% | -6.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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