-65.1%
QBTS vs CP
+35.2%
-100.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | -11.8% | +5.6% | -17.4% | -13.1% |
| 30D | -33.6% | +10.0% | -43.7% | -35.4% |
| 3M | -52.5% | +4.4% | -56.8% | -52.7% |
| 6M | -50.4% | +14.1% | -64.4% | -52.9% |
| YTD | -60.3% | +29.1% | -89.4% | -64.3% |
| 1Y | -65.1% | +34.6% | -99.6% | -70.9% |
| All | -65.1% | +35.2% | -100.3% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling