+3.3%
QBTS vs CP
+45.7%
-42.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.4% | -8.5% |
| 7D | +1.1% | +2.8% | -1.7% | -0.2% |
| 30D | -28.1% | +11.0% | -39.1% | -31.4% |
| 3M | -48.1% | +3.8% | -51.9% | -49.0% |
| 6M | -53.6% | +9.5% | -63.0% | -55.7% |
| YTD | -59.9% | +28.2% | -88.1% | -64.6% |
| 1Y | -64.3% | +33.0% | -97.3% | -69.0% |
| 3Y | +1,355.6% | +35.5% | +1,320.0% | +1,219.9% |
| 5Y | +6.6% | +25.8% | -19.2% | -2.2% |
| All | +3.3% | +45.7% | -42.4% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling