+74.1%
QBTS vs CLSK
-15.3%
+89.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.2% | +0.3% | +4.9% |
| 7D | +6.8% | +21.9% | -15.0% | +1.3% |
| 30D | -14.9% | +9.6% | -24.5% | -17.3% |
| 3M | -31.6% | -18.4% | -13.2% | -28.6% |
| 6M | -4.9% | +46.4% | -51.3% | -14.2% |
| YTD | -32.4% | +33.2% | -65.6% | -37.3% |
| 1Y | +14.6% | +47.0% | -32.4% | +5.7% |
| 3Y | +1,839.6% | +206.4% | +1,633.3% | +1,502.2% |
| 5Y | +81.2% | +5.4% | +75.8% | +50.1% |
| All | +74.1% | -15.3% | +89.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling