+74.1%
QBTS vs COF
+155.0%
-80.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.1% | +8.0% |
| 7D | +6.8% | +1.2% | +5.6% | +5.9% |
| 30D | -14.9% | -1.4% | -13.5% | -14.2% |
| 3M | -31.6% | +19.0% | -50.6% | -38.3% |
| 6M | -4.9% | +14.9% | -19.8% | -11.9% |
| YTD | -32.4% | -10.7% | -21.7% | -28.1% |
| 1Y | +14.6% | -1.3% | +15.9% | +15.9% |
| 3Y | +1,839.6% | +124.3% | +1,715.3% | +1,285.1% |
| 5Y | +81.2% | +51.1% | +30.1% | +35.1% |
| All | +74.1% | +155.0% | -80.9% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling