+70.9%
QBTS vs COF
+44.1%
+26.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.6% |
| 7D | -1.0% | -6.1% | +5.1% | +3.0% |
| 30D | -17.6% | -5.2% | -12.5% | -14.8% |
| 3M | -28.3% | +17.0% | -45.4% | -35.3% |
| 6M | -11.2% | +12.9% | -24.1% | -17.5% |
| YTD | -36.3% | -13.5% | -22.7% | -30.4% |
| 1Y | +3.9% | -5.9% | +9.7% | +8.2% |
| 3Y | +1,728.8% | +117.1% | +1,611.6% | +1,152.9% |
| 5Y | +70.9% | +45.4% | +25.5% | +23.1% |
| All | +70.9% | +44.1% | +26.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling