+74.1%
QBTS vs CNH
+62.2%
+11.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.6% | +12.1% | +8.4% |
| 7D | +6.8% | +8.8% | -2.0% | +3.4% |
| 30D | -14.9% | +24.7% | -39.5% | -21.6% |
| 3M | -31.6% | +27.3% | -58.9% | -37.7% |
| 6M | -4.9% | +23.2% | -28.1% | -13.2% |
| YTD | -32.4% | +48.9% | -81.4% | -42.8% |
| 1Y | +14.6% | +19.4% | -4.8% | +4.9% |
| 3Y | +1,839.6% | +7.8% | +1,831.9% | +1,674.9% |
| 5Y | +81.2% | +8.7% | +72.5% | +71.1% |
| All | +74.1% | +62.2% | +11.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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