+74.1%
QBTS vs CP
+41.2%
+32.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | +6.8% | +2.4% | +4.4% | +5.7% |
| 30D | -14.9% | -0.5% | -14.3% | -14.6% |
| 3M | -31.6% | +1.4% | -33.0% | -32.3% |
| 6M | -4.9% | +10.3% | -15.3% | -9.7% |
| YTD | -32.4% | +24.3% | -56.7% | -39.4% |
| 1Y | +14.6% | +20.4% | -5.9% | +4.4% |
| 3Y | +1,839.6% | +21.8% | +1,817.8% | +1,676.8% |
| 5Y | +81.2% | +31.5% | +49.7% | +68.4% |
| All | +74.1% | +41.2% | +32.8% | +60.3% |
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