+65.5%
QBTS vs CLSK
-14.1%
+79.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -1.0% |
| 7D | +1.3% | +7.7% | -6.4% | -0.7% |
| 30D | -19.0% | +12.2% | -31.2% | -21.8% |
| 3M | -29.5% | -15.5% | -14.0% | -27.1% |
| 6M | -11.2% | +39.3% | -50.5% | -18.9% |
| YTD | -35.8% | +35.1% | -70.8% | -40.6% |
| 1Y | +1.7% | +34.0% | -32.3% | -4.6% |
| 3Y | +1,470.1% | +226.3% | +1,243.8% | +1,188.1% |
| 5Y | +72.3% | +6.4% | +65.9% | +42.1% |
| All | +65.5% | -14.1% | +79.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling