+65.5%
QBTS vs COR
+265.7%
-200.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | +1.3% | -2.8% | +4.2% | +0.3% |
| 30D | -19.0% | +2.6% | -21.6% | -18.2% |
| 3M | -29.5% | +14.5% | -43.9% | -25.6% |
| 6M | -11.2% | -7.8% | -3.3% | -11.5% |
| YTD | -35.8% | -4.2% | -31.5% | -34.8% |
| 1Y | +1.7% | +7.0% | -5.3% | +7.3% |
| 3Y | +1,470.1% | +85.5% | +1,384.6% | +1,670.0% |
| 5Y | +72.3% | +181.2% | -108.9% | +102.9% |
| All | +65.5% | +265.7% | -200.2% | +101.2% |
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