+1,166.2%
QBTS vs CORZ
+161.6%
+1,004.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | -10.5% | +23.5% | -34.0% | -18.2% |
| 30D | -20.5% | +7.5% | -28.0% | -23.3% |
| 3M | -54.3% | -26.6% | -27.7% | -48.7% |
| 6M | -55.4% | -39.5% | -15.9% | -46.5% |
| YTD | -63.4% | -0.3% | -63.2% | -62.9% |
| 1Y | -59.1% | -4.2% | -54.9% | -57.7% |
| All | +1,166.2% | +161.6% | +1,004.6% | +958.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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