-5.8%
QBTS vs COR
+309.1%
-314.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -1.8% |
| 7D | -10.5% | +7.8% | -18.3% | -8.1% |
| 30D | -20.5% | +7.0% | -27.5% | -18.6% |
| 3M | -54.3% | +16.3% | -70.5% | -51.6% |
| 6M | -55.4% | +41.3% | -96.7% | -49.5% |
| YTD | -63.4% | +7.1% | -70.6% | -61.3% |
| 1Y | -59.1% | -0.8% | -58.3% | -57.6% |
| 3Y | +1,216.8% | +85.0% | +1,131.8% | +1,443.1% |
| 5Y | -2.6% | +203.9% | -206.5% | +19.5% |
| All | -5.8% | +309.1% | -314.9% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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