-5.8%
QBTS vs CNP
+119.6%
-125.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.7% |
| 7D | -10.5% | +1.3% | -11.8% | -10.3% |
| 30D | -20.5% | +3.8% | -24.3% | -19.9% |
| 3M | -54.3% | +2.4% | -56.6% | -54.0% |
| 6M | -55.4% | -1.2% | -54.2% | -55.4% |
| YTD | -63.4% | +9.3% | -72.7% | -62.8% |
| 1Y | -59.1% | +6.4% | -65.6% | -58.5% |
| 3Y | +1,216.8% | +66.4% | +1,150.5% | +1,313.2% |
| 5Y | -2.6% | +75.7% | -78.3% | +3.9% |
| All | -5.8% | +119.6% | -125.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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