+1,457.0%
QBTS vs CLSK
+191.6%
+1,265.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.0% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | -17.6% | +11.1% | -28.8% | -22.4% |
| 3M | -28.3% | -14.1% | -14.3% | -25.2% |
| 6M | -11.2% | +32.9% | -44.1% | -24.1% |
| YTD | -36.3% | +26.5% | -62.8% | -44.3% |
| 1Y | +3.9% | +27.6% | -23.8% | -8.8% |
| All | +1,457.0% | +191.6% | +1,265.4% | +588.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling