+72.0%
QBTS vs CLSK
+6.4%
+65.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -1.3% |
| 7D | +1.3% | +7.7% | -6.4% | -1.0% |
| 30D | -19.0% | +12.2% | -31.2% | -22.4% |
| 3M | -29.5% | -15.5% | -14.0% | -26.7% |
| 6M | -11.2% | +39.3% | -50.5% | -20.6% |
| YTD | -35.8% | +35.1% | -70.8% | -41.8% |
| 1Y | +1.7% | +34.0% | -32.3% | -6.4% |
| 3Y | +1,470.1% | +226.3% | +1,243.8% | +1,099.0% |
| All | +72.0% | +6.4% | +65.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling