+75.4%
QBTS vs CLX
-37.0%
+112.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -3.0% |
| 7D | +3.8% | -4.9% | +8.8% | +4.2% |
| 30D | -15.2% | -15.8% | +0.6% | -14.1% |
| 3M | -27.2% | -7.9% | -19.3% | -26.8% |
| 6M | -10.1% | -19.0% | +9.0% | -8.4% |
| YTD | -34.5% | -7.9% | -26.6% | -34.2% |
| 1Y | +6.0% | -25.4% | +31.4% | +9.4% |
| 3Y | +1,779.3% | -35.0% | +1,814.3% | +1,815.1% |
| 5Y | +75.4% | -36.8% | +112.2% | +78.0% |
| All | +75.4% | -37.0% | +112.4% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling