+1,343.5%
QBTS vs CLX
-8.8%
+1,352.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.0% | -9.6% | -8.7% |
| 7D | +1.1% | +13.6% | -12.6% | 0.0% |
| 30D | -28.1% | +29.1% | -57.1% | -29.7% |
| 3M | -48.1% | +1.6% | -49.7% | -48.2% |
| 6M | -53.6% | +18.7% | -72.3% | -54.3% |
| YTD | -59.9% | +11.1% | -71.0% | -60.2% |
| 1Y | -64.3% | +7.0% | -71.3% | -64.2% |
| All | +1,343.5% | -8.8% | +1,352.4% | +1,377.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling