+63.3%
QBTS vs COR
+276.4%
-213.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -2.1% |
| 7D | -2.4% | +2.8% | -5.2% | -1.4% |
| 30D | -22.5% | +4.5% | -27.0% | -21.0% |
| 3M | -40.0% | +22.7% | -62.7% | -35.2% |
| 6M | -12.3% | -9.7% | -2.6% | -13.2% |
| YTD | -36.6% | -1.4% | -35.2% | -35.0% |
| 1Y | +8.4% | +13.9% | -5.5% | +16.8% |
| 3Y | +1,380.4% | +94.0% | +1,286.4% | +1,586.9% |
| 5Y | +69.7% | +184.0% | -114.3% | +101.8% |
| All | +63.3% | +276.4% | -213.0% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling