+4.9%
QBTS vs COR
+297.9%
-293.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.7% |
| 7D | +2.6% | -1.2% | +3.8% | +2.0% |
| 30D | -22.5% | +7.6% | -30.1% | -20.3% |
| 3M | -47.4% | +5.0% | -52.4% | -46.2% |
| 6M | -55.7% | +35.3% | -91.0% | -50.5% |
| YTD | -59.3% | +4.2% | -63.5% | -57.3% |
| 1Y | -63.3% | -3.4% | -59.8% | -62.3% |
| 3Y | +1,379.2% | +81.1% | +1,298.0% | +1,616.3% |
| 5Y | +8.3% | +195.8% | -187.5% | +31.7% |
| All | +4.9% | +297.9% | -293.0% | +31.7% |
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