+68.7%
QBTS vs CNP
+112.0%
-43.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.3% |
| 7D | +3.8% | +0.7% | +3.2% | +3.9% |
| 30D | -15.2% | -0.1% | -15.1% | -15.1% |
| 3M | -27.2% | -5.6% | -21.6% | -27.9% |
| 6M | -10.1% | -7.5% | -2.6% | -11.1% |
| YTD | -34.5% | +5.5% | -40.0% | -33.9% |
| 1Y | +6.0% | +8.3% | -2.3% | +7.6% |
| 3Y | +1,779.3% | +51.8% | +1,727.5% | +1,873.8% |
| 5Y | +75.4% | +69.9% | +5.5% | +85.9% |
| All | +68.7% | +112.0% | -43.3% | +76.5% |
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