+13.0%
QBTS vs CP
+46.1%
-33.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.6% |
| 7D | +13.7% | +2.8% | +10.9% | +12.3% |
| 30D | -21.3% | +11.3% | -32.6% | -25.0% |
| 3M | -44.7% | +2.9% | -47.6% | -45.5% |
| 6M | -49.2% | +9.8% | -58.9% | -51.6% |
| YTD | -56.1% | +28.5% | -84.7% | -61.3% |
| 1Y | -61.1% | +33.5% | -94.6% | -66.3% |
| 3Y | +1,511.0% | +31.9% | +1,479.0% | +1,357.7% |
| 5Y | +16.6% | +25.5% | -8.9% | +6.9% |
| All | +13.0% | +46.1% | -33.1% | +2.3% |
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