+1,470.1%
QBTS vs COF
+116.3%
+1,353.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.4% |
| 7D | +1.3% | -5.1% | +6.5% | +5.5% |
| 30D | -19.0% | -6.0% | -13.0% | -14.9% |
| 3M | -29.5% | +14.8% | -44.3% | -37.2% |
| 6M | -11.2% | +15.3% | -26.5% | -20.5% |
| YTD | -35.8% | -13.0% | -22.7% | -28.7% |
| 1Y | +1.7% | -5.7% | +7.4% | +6.3% |
| 3Y | +1,470.1% | +118.1% | +1,352.0% | +931.1% |
| All | +1,470.1% | +116.3% | +1,353.8% | +931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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