+64.1%
QBTS vs CLX
-46.3%
+110.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.6% |
| 7D | -1.0% | -5.9% | +4.9% | -0.6% |
| 30D | -17.6% | -17.0% | -0.6% | -16.6% |
| 3M | -28.3% | -9.6% | -18.8% | -27.9% |
| 6M | -11.2% | -21.5% | +10.3% | -9.5% |
| YTD | -36.3% | -8.8% | -27.5% | -36.0% |
| 1Y | +3.9% | -24.7% | +28.5% | +6.6% |
| 3Y | +1,728.8% | -35.6% | +1,764.4% | +1,763.4% |
| 5Y | +70.9% | -37.6% | +108.5% | +73.7% |
| All | +64.1% | -46.3% | +110.5% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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