+75.4%
QBTS vs COR
+180.2%
-104.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.3% |
| 7D | +3.8% | -3.9% | +7.7% | +2.2% |
| 30D | -15.2% | -0.3% | -14.9% | -15.1% |
| 3M | -27.2% | +15.9% | -43.1% | -22.2% |
| 6M | -10.1% | -10.3% | +0.2% | -11.6% |
| YTD | -34.5% | -3.7% | -30.8% | -33.3% |
| 1Y | +6.0% | +9.1% | -3.1% | +13.9% |
| 3Y | +1,779.3% | +86.6% | +1,692.7% | +2,081.0% |
| 5Y | +75.4% | +180.9% | -105.5% | +117.0% |
| All | +75.4% | +180.2% | -104.8% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling