+1,511.0%
QBTS vs COR
+80.2%
+1,430.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.7% | +9.6% |
| 7D | +13.7% | +2.3% | +11.3% | +15.1% |
| 30D | -21.3% | +6.8% | -28.0% | -17.9% |
| 3M | -44.7% | +8.1% | -52.9% | -41.6% |
| 6M | -49.2% | +33.0% | -82.2% | -38.9% |
| YTD | -56.1% | +3.0% | -59.1% | -53.2% |
| 1Y | -61.1% | -3.4% | -57.7% | -60.4% |
| 3Y | +1,511.0% | +80.1% | +1,430.8% | +2,942.8% |
| All | +1,511.0% | +80.2% | +1,430.8% | +2,942.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling