+8.4%
QBTS vs CLSK
+35.0%
-26.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -2.4% | +8.8% | -11.2% | -7.8% |
| 30D | -22.5% | -6.0% | -16.5% | -20.7% |
| 3M | -40.0% | -24.4% | -15.6% | -30.8% |
| 6M | -12.3% | +19.0% | -31.4% | -27.6% |
| YTD | -36.6% | +25.4% | -62.0% | -50.0% |
| 1Y | +8.4% | +39.8% | -31.3% | +20.6% |
| All | +8.4% | +35.0% | -26.6% | +20.6% |
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