+65.5%
QBTS vs COPX
+251.3%
-185.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.3% | -2.3% | +3.7% | +2.6% |
| 30D | -19.0% | +0.3% | -19.3% | -19.1% |
| 3M | -29.5% | +6.8% | -36.3% | -31.7% |
| 6M | -11.2% | +7.9% | -19.1% | -13.6% |
| YTD | -35.8% | +23.7% | -59.5% | -41.3% |
| 1Y | +1.7% | +71.5% | -69.8% | -18.8% |
| 3Y | +1,470.1% | +149.1% | +1,321.0% | +991.1% |
| 5Y | +72.3% | +167.3% | -95.0% | +19.4% |
| All | +65.5% | +251.3% | -185.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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